Owusu Junior, Peterson; Adam, Anokye M.; Tweneboah, George - In: Cogent economics & finance 5 (2017) 1, pp. 1-18
In three different ways of lead–lag causal relationship, covariance/correlation and coherence, we apply the wavelets analysis via the Continuous Morlet Wavelet Transform to delineate the significant frequency–time domain lead–lag relationships for the West African Monetary Zone member...