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What multiscale approach can tell about the nexus between exchange rate and stocks in the major emerging markets?

Živkov, Dejan; Balaban, Suzana; Djurašković, Jasmina - In: Finance a úvěr 68 (2018) 5, pp. 491-512

Persistent link: https://www.econbiz.de/10011931462

Multiscale volatility transmission and portfolio construction between the baltic stock markets

Živkov, Dejan; Manić, Slavica; Đurašković, Jasmina - In: Finance a úvěr 69 (2019) 2, pp. 211-235

Persistent link: https://www.econbiz.de/10012137383

Wavelet analysis of the interdependence between stocks and bonds in the selected east European and Eurasian emerging markets

Živkov, Dejan; Njegić, Jovan; Pecanac, Marko - In: Ekonomický časopis : časopis pre ekonomickú … 67 (2019) 2, pp. 175-194

Persistent link: https://www.econbiz.de/10012149898

Inflation, output gap, and money in Malaysia: evidence from wavelet coherence

Olayeni, Olaolu Richard; Tiwari, Aviral Kumar; … - In: International Journal of Computational Economics and … 4 (2014) 3/4, pp. 320-338

We investigated the relationship among inflation, output gap, and money in the time-frequency space for Malaysia over the period 1986:2-2008:12. We utilised the wavelet coherence and phase difference in continuous wavelet analysis and multiresolution in discrete wavelet analysis. We then...

Persistent link: https://www.econbiz.de/10010929799