In this study we investigate and identify the patterns of co-movement of interest rate, stock price and exchange rate in India in the period between July 1997 and December 2010 using the cross-wavelet power, the cross-wavelet coherency, and the phase difference methodologies. Our empirical...

In this paper we employ the wavelet multiple correlation and the wavelet multiple cross-correlation to investigate the behaviour of exchange rates in the Central and Eastern Europe (CEE). This novel approach takes care of several limitations which are encountered when conventional pair wise...

This paper examines the effect of the exchange rate regimes on bank performance across 15 EU member countries outside the Eurozone for the period from 2001 to 2010. The period chosen allows the study of the regime relevance before and during the recent international financial crisis. The results...

The recent European sovereign debt crisis proved public debt issues should not be easily approached. While, prior to the crisis, public debt was of little concern in most of the developed European countries, as there had been no recent episodes of sovereign default, the crisis revived longtime...

In this study we investigate and identify the patterns of co-movement of interest rate, stock price and exchange rate in India in the period between July 1997 and December 2010 using the cross-wavelet power, the cross-wavelet coherency, and the phase difference methodologies. Our empirical...

The main objective of this paper is to investigate whether empirical support for the monetary independence hypothesis can be found from eight EU new member countries. Thus, we will analyze which are the consequences of the euro interest rate movements over the interest rates in selected EU new...