Showing 11 - 20 of 90
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...
Persistent link: https://www.econbiz.de/10013035510
Persistent link: https://www.econbiz.de/10011302855
Persistent link: https://www.econbiz.de/10011569340
Persistent link: https://www.econbiz.de/10011570234
Persistent link: https://www.econbiz.de/10012210524
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...
Persistent link: https://www.econbiz.de/10012857034
Persistent link: https://www.econbiz.de/10013185345
Persistent link: https://www.econbiz.de/10010080085
Persistent link: https://www.econbiz.de/10003985751
All participants in capital markets are asking how to finance investments or to invest money available. The answer to these questions depends on the situation you have: deficit or surplus capital. This article addresses issues concerning the place and role of capital market within the financial...
Persistent link: https://www.econbiz.de/10011992017