[go: up one dir, main page]
create a website
Wavelets in Economics and Finance: Past and Future. (2002). Ramsey, James B..
In: Studies in Nonlinear Dynamics & Econometrics.
RePEc:bpj:sndecm:v:6:y:2002:i:3:n:1.

Full description at Econpapers || Download paper

Cited: 191

Citations received by this document

Cites: 48

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Interdependence between foreign exchange rate and international reserves: Fresh evidence from China. (2024). Yoon, Seong-Min ; Jiang, Zhuhua.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000473.

    Full description at Econpapers || Download paper

  2. Crowding out or crowding in? Reevaluating the effect of government spending on private economic activities. (2024). Meng, Xiangcai ; Park, Joshua K.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:89:y:2024:i:pa:p:102-117.

    Full description at Econpapers || Download paper

  3. The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain. (2024). Seiler, Volker.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:95:y:2024:i:c:p:160-179.

    Full description at Econpapers || Download paper

  4. Quantile time-frequency connectedness among G7 stock markets and clean energy markets. (2024). Alshater, Muneer ; el Khoury, Rim ; Xiong, Xiong ; Li, Yanshuang.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:93:y:2024:i:c:p:71-90.

    Full description at Econpapers || Download paper

  5. Co-movement between carbon emissions and forex market: A tale of COVID-19 outbreak and Russia-Ukraine invasion. (2024). Kumar, Atul ; Gupta, Himani ; Katoch, Rupinder ; Yadav, Miklesh Prasad ; Nepal, Rabindra.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002204.

    Full description at Econpapers || Download paper

  6. Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India. (2024). Bicchal, Motilal ; Mundra, Sruti.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000457.

    Full description at Econpapers || Download paper

  7. Modelling delayed correlation between interest rates and equity market returns. (2023). Othieno, Ferdinand Okoth ; Yalla, Brian Opiyo.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:3:y:2023:i:2:d:10.1007_s43546-022-00397-x.

    Full description at Econpapers || Download paper

  8. Price dependence among the major EU extra virgin olive oil markets: a time scale analysis. (2023). Stavrakoudis, Athanassios ; Panagiotou, Dimitrios.
    In: Review of Agricultural, Food and Environmental Studies.
    RePEc:spr:roafes:v:104:y:2023:i:1:d:10.1007_s41130-022-00175-1.

    Full description at Econpapers || Download paper

  9. Price Dynamics in Public and Private Commercial Real Estate Markets. (2023). Yavas, Abdullah ; Fan, Ying.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:67:y:2023:i:1:d:10.1007_s11146-020-09773-6.

    Full description at Econpapers || Download paper

  10. A Wavelet Investigation of Periodic Long Swings in the Economy: The Original Data of Kondratieff and Some Important Series of GDP per Capita. (2023). Focacci, Antonio.
    In: Economies.
    RePEc:gam:jecomi:v:11:y:2023:i:9:p:231-:d:1235172.

    Full description at Econpapers || Download paper

  11. Does the source of uncertainty matter? The impact of financial, newspaper and Twitter-based measures on U.S. banks. (2023). Hitz, Lukas ; Burghof, Hans-Peter ; Burghartz, Kaspar ; Bales, Stephan.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000533.

    Full description at Econpapers || Download paper

  12. Disaggregating renewable energy-growth nexus: W-ARDL and W-Toda-Yamamoto approaches. (2023). Gunduz, Halil Brahim ; Akan, Taner ; Iik, Ali Haydar ; Emirmahmutolu, Furkan.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:188:y:2023:i:c:s1364032123006263.

    Full description at Econpapers || Download paper

  13. Does renewable energy affect fossil fuel price? A time–frequency analysis for the Europe. (2023). de Giuli, Maria Elena ; Spelta, Alessandro.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:626:y:2023:i:c:s0378437123006532.

    Full description at Econpapers || Download paper

  14. Business cycle synchronization and African monetary union: A wavelet analysis. (2023). Fouda, Lucien Cedric ; Gandjon, Gislain Stephane.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:77:y:2023:i:c:s0164070423000277.

    Full description at Econpapers || Download paper

  15. Is global renewable energy development a curse or blessing for economic growth? Evidence from China. (2023). Qin, Meng ; Su, Chi-Wei ; Zhao, Qian ; Umar, Muhammad.
    In: Energy.
    RePEc:eee:energy:v:285:y:2023:i:c:s0360544223027974.

    Full description at Econpapers || Download paper

  16. Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis. (2023). Deng, XI ; Hau, Liya ; Zhu, Huiming ; Huang, Zishan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000682.

    Full description at Econpapers || Download paper

  17. Measuring stock market uncertainty. (2023). Dakey, Prasad Teja.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:149-162.

    Full description at Econpapers || Download paper

  18. Multi?scale inter?temporal capital asset pricing model. (2022). Sakemoto, Ryuta.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4298-4317.

    Full description at Econpapers || Download paper

  19. Are cryptocurrencies connected to gold? A wavelet?based quantile?in?quantile approach. (2022). Odei-Mensah, Jones ; Kumah, Seyram Pearl.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3640-3659.

    Full description at Econpapers || Download paper

  20. A Wavelet Method for Detecting Turning Points in the Business Cycle. (2022). Hornero, R ; Rojo, J L ; Colther, C.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:18:y:2022:i:2:d:10.1007_s41549-022-00072-y.

    Full description at Econpapers || Download paper

  21. Bond Yields Movement Similarities and Synchronization in the G7: A Time–Frequency Analysis. (2022). Martins, Joo.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:18:y:2022:i:2:d:10.1007_s41549-022-00068-8.

    Full description at Econpapers || Download paper

  22. Price dependence among the major EU extra virgin olive oil markets: A time scale analysis. (2022). Stavrakoudis, Athanassios ; Panagiotpu, Dimitrios.
    In: MPRA Paper.
    RePEc:pra:mprapa:114656.

    Full description at Econpapers || Download paper

  23. Long-Term US Economic Growth and the Carbon Dioxide Emissions Nexus: A Wavelet-Based Approach. (2022). Grima, Simon ; DEMIRELI, Erhan ; Ayhan, Afife Duygu ; Torun, Erdost.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:17:p:10566-:d:896680.

    Full description at Econpapers || Download paper

  24. The Impact of the Ukrainian War on Stock and Energy Markets: A Wavelet Coherence Analysis. (2022). Basdekis, Charalampos ; Christopoulos, Apostolos ; Katsampoxakis, Ioannis ; Nastas, Vasileios.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:21:p:8174-:d:960865.

    Full description at Econpapers || Download paper

  25. Is oil-gas price decoupling happening in China? A multi-scale quantile-on-quantile approach. (2022). Dai, Xingyu ; Wang, Qunwei ; Miao, Xiaoyu.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:77:y:2022:i:c:p:450-470.

    Full description at Econpapers || Download paper

  26. On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis. (2022). Ahmed, Walid.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:83:y:2022:i:c:p:135-151.

    Full description at Econpapers || Download paper

  27. Oil prices volatility and economic performance during COVID-19 and financial crises of 2007–2008. (2022). Chang, Xiaochen ; Guo, Songlin ; Yu, Yang.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005389.

    Full description at Econpapers || Download paper

  28. Sovereign and bank dependence in the eurozone: A multi-scale approach using wavelet-network analysis. (2022). Bales, Stephan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002514.

    Full description at Econpapers || Download paper

  29. The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements. (2022). Maitra, Debasish ; Dash, Saumya Ranjan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200064x.

    Full description at Econpapers || Download paper

  30. Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives. (2022). Hau, Liya ; Xing, Zhanming ; Ren, Yinghua ; Chen, Yiwen ; Zhu, Huiming.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000523.

    Full description at Econpapers || Download paper

  31. Inflation, Inflation Instability and Nominal Uncertainty in Bulgarian Economy. (2022). Georgieva, Sonya ; Tsvetkov, Tsvetomir.
    In: Economic Studies journal.
    RePEc:bas:econst:y:2022:i:8:p:41-64.

    Full description at Econpapers || Download paper

  32. .

    Full description at Econpapers || Download paper

  33. .

    Full description at Econpapers || Download paper

  34. Military Spending and Economic Growth in Turkey: A Wavelet Approach. (2021). Khalid, Usman ; Habimana, Olivier.
    In: Defence and Peace Economics.
    RePEc:taf:defpea:v:32:y:2021:i:3:p:362-376.

    Full description at Econpapers || Download paper

  35. A Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy. (2021). Kruger, Jens J.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:17:y:2021:i:3:d:10.1007_s41549-021-00060-8.

    Full description at Econpapers || Download paper

  36. The Time–Frequency Relationship between Oil Price, Stock Returns and Exchange Rate. (2021). Das, Sudipta.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:17:y:2021:i:2:d:10.1007_s41549-021-00057-3.

    Full description at Econpapers || Download paper

  37. Time–frequency co-movement between COVID-19, crude oil prices, and atmospheric CO2 emissions: Fresh global insights from partial and multiple coherence approach. (2021). Hashmi, Shujahat Haider ; Fareed, Zeeshan ; Xia, Enjun ; Habib, Yasir.
    In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development.
    RePEc:spr:endesu:v:23:y:2021:i:6:d:10.1007_s10668-020-01031-2.

    Full description at Econpapers || Download

  38. Does Green Financing help to improve the Environmental & Social Responsibility? Designing SDG framework through Advanced Quantile modelling. (2021). Sinha, Avik ; Mishra, Shekhar ; Yarovaya, Larisa ; Sharif, Arshian.
    In: MPRA Paper.
    RePEc:pra:mprapa:108150.

    Full description at Econpapers || Download paper

  39. Does Capacity Utilization Predict Inflation? A Wavelet Based Evidence from United States. (2021). Bahramian, Pejman ; Saliminezhad, Andisheh.
    In: Computational Economics.
    RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09990-4.

    Full description at Econpapers || Download paper

  40. Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach. (2021). Canepa, Alessandra ; Alqaralleh, Huthaifa.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:329-:d:594977.

    Full description at Econpapers || Download paper

  41. Investigating the Causal Linkages among Inflation, Interest Rate, and Economic Growth in Pakistan under the Influence of COVID-19 Pandemic: A Wavelet Transformation Approach. (2021). Spulbar, Cristi ; Ghulam, Huma ; Hayat, Muhammad Azmat ; Birau, Ramona ; Ejaz, Abdullah ; Naeem, Muhammad Zahid ; Batool, Maryam.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:277-:d:577714.

    Full description at Econpapers || Download paper

  42. Do oil and gas prices influence economic policy uncertainty differently: Multi-country evidence using time-frequency approach. (2021). Maitra, Debasish ; Dash, Saumya Ranjan.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:81:y:2021:i:c:p:397-420.

    Full description at Econpapers || Download paper

  43. Movements of oil prices and exchange rates in China and India: New evidence from wavelet-based, non-linear, autoregressive distributed lag estimations. (2021). Shahbaz, Muhammad ; Khraief, Naceur ; Bhattacharya, Mita ; Mahalik, Mantu Kumar.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:563:y:2021:i:c:s037843712030755x.

    Full description at Econpapers || Download paper

  44. Detection and reconstruction of catastrophic breaks of high-frequency financial data with local linear scaling approximation. (2021). Zhang, Xiaotao ; Pan, QI ; Chu, Gang ; Xing, Jieli.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:561:y:2021:i:c:s0378437119322757.

    Full description at Econpapers || Download paper

  45. A wavelet approach for causal relationship between bitcoin and conventional asset classes. (2021). Zhang, Changyong ; Husain, Afzol ; Bhuiyan, Rubaiyat Ahsan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309995.

    Full description at Econpapers || Download paper

  46. Economic policy uncertainty and stock market liquidity: Evidence from G7 countries. (2021). Debata, Byomakesh ; Maitra, Debasish ; Dash, Saumya Ranjan ; Mahakud, Jitendra.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:21:y:2021:i:2:p:611-626.

    Full description at Econpapers || Download paper

  47. Nonstationary Portfolios: Diversification in the Spectral Domain. (2021). Stankovic, Ljubisa ; Mandic, Danilo P ; Scalzo, Bruno ; Arroyo, Alvaro.
    In: Papers.
    RePEc:arx:papers:2102.00477.

    Full description at Econpapers || Download paper

  48. .

    Full description at Econpapers || Download paper

  49. COVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach.. (2020). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:202012.

    Full description at Econpapers || Download paper

  50. An energy-based measure for long-run horizon risk quantification. (2020). Maurer, Frantz ; Tzagkarakis, George.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:289:y:2020:i:2:d:10.1007_s10479-020-03609-5.

    Full description at Econpapers || Download paper

  51. Movements of oil prices and exchange rates in China and India: New evidence from wavelet-based, non-linear, autoregressive distributed lag estimations. (2020). Shahbaz, Muhammad ; Mahalik, Mantu Kumar ; Khraief, Naceur ; Bhattacharya, Mita.
    In: MPRA Paper.
    RePEc:pra:mprapa:103526.

    Full description at Econpapers || Download paper

  52. Modelling the asymmetric linkages between spot gold prices and African stocks. (2020). Owusu Junior, Peterson ; Tweneboah, George ; Kumah, Seyram Pearl .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311882.

    Full description at Econpapers || Download paper

  53. Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach. (2020). Sensoy, Ahmet ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919307822.

    Full description at Econpapers || Download paper

  54. Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test. (2020). Chou, Ray Y ; Chang, Tzu-Pu ; Torun, Erdost.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919300455.

    Full description at Econpapers || Download paper

  55. Hedging effectiveness of precious metals across frequencies: Evidence from Wavelet based Dynamic Conditional Correlation analysis. (2020). Kumar, Surya Bhushan ; Das, Debojyoti ; Bhatia, Vaneet.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119320242.

    Full description at Econpapers || Download paper

  56. Is Housing the Business Cycle? A Multiresolution Analysis for OECD Countries. (2020). Zhou, Xiaoxia ; Liow, Kim Hiang ; Huang, Yuting.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:49:y:2020:i:c:s1051137720300280.

    Full description at Econpapers || Download paper

  57. Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua.
    In: Energy Economics.
    RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754.

    Full description at Econpapers || Download paper

  58. Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Nasreen, Samia ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930324x.

    Full description at Econpapers || Download paper

  59. Development of new hybrid model of discrete wavelet decomposition and autoregressive integrated moving average (ARIMA) models in application to one month forecast the casualties cases of COVID-19. (2020). Singh, Sidhu Jitendra ; Kumar, Jatinder ; Parmar, Kulwinder Singh.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:135:y:2020:i:c:s0960077920302666.

    Full description at Econpapers || Download paper

  60. Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies. (2019). Huang, Yuting ; Li, Qiang ; Zhou, Xiaoxia ; Liow, Kim Hiang.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:36:y:2019:i:1:p:27-58.

    Full description at Econpapers || Download paper

  61. Wavelet Multiresolution Analysis of the Liquidity Effect and Monetary Neutrality. (2019). Habimana, Olivier.
    In: Computational Economics.
    RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9725-1.

    Full description at Econpapers || Download paper

  62. Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons. (2019). Lo, Andrew W ; Chaudhuri, Shomesh E.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:9:p:4440-4450.

    Full description at Econpapers || Download paper

  63. Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence. (2019). Liow, Kim ; Huang, Yuting ; Zhou, Xiaoxia.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:16-:d:199346.

    Full description at Econpapers || Download paper

  64. Detection of Lead-Lag Relationships Using Both Time Domain and Time-Frequency Domain; An Application to Wealth-To-Income Ratio. (2019). Skoura, Angeliki.
    In: Economies.
    RePEc:gam:jecomi:v:7:y:2019:i:2:p:28-:d:219048.

    Full description at Econpapers || Download paper

  65. Evaluation of monetary policy: Evidence of the role of money from Malaysia. (2019). el Alaoui, Abdelkader O ; Hanifa, Mohamed Hisham ; Yussof, Sheila Ainon ; Jusoh, Hashim Bin.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:74:y:2019:i:c:p:119-128.

    Full description at Econpapers || Download paper

  66. Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets. (2019). Brooks, Robert ; Dash, Saumya Ranjan ; Maitra, Debasish ; Kang, Sang Hoon.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x18305912.

    Full description at Econpapers || Download paper

  67. Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach. (2019). Mishra, Shekhar ; Meo, Muhammad Saeed ; Sharif, Arshian ; Rehman, Syed Abdul ; Khuntia, Sashikanta.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:292-304.

    Full description at Econpapers || Download paper

  68. Combining wavelet decomposition with machine learning to forecast gold returns. (2019). Risse, Marian.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:2:p:601-615.

    Full description at Econpapers || Download paper

  69. The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations. (2019). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham I.
    In: Energy.
    RePEc:eee:energy:v:169:y:2019:i:c:p:895-913.

    Full description at Econpapers || Download paper

  70. The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data. (2019). Huang, Chia-Hsing ; Meng, Xiangcai.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:131-148.

    Full description at Econpapers || Download paper

  71. Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

    Full description at Econpapers || Download paper

  72. Emergence of turbulent epochs in oil prices. (2019). Solna, Knut ; Garnier, Josselin.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:122:y:2019:i:c:p:281-292.

    Full description at Econpapers || Download paper

  73. Emergence of Turbulent Epochs in Oil Prices. (2019). Solna, Knut ; Garnier, Josselin.
    In: Papers.
    RePEc:arx:papers:1808.09382.

    Full description at Econpapers || Download paper

  74. Causal structure among US corn futures and regional cash prices in the time and frequency domain. (2018). Xu, Xiaojie.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:45:y:2018:i:13:p:2455-2480.

    Full description at Econpapers || Download paper

  75. Some Basic Issues in Time Series Modelling. (2018). Kamaiah, Bandi.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-018-0150-7.

    Full description at Econpapers || Download paper

  76. Beta through the prism of wavelets. (2018). Dar, Qaiser ; Farooq, Qaiser ; Tali, Arif ; Shah, Aasif .
    In: Financial Innovation.
    RePEc:spr:fininn:v:4:y:2018:i:1:d:10.1186_s40854-018-0102-4.

    Full description at Econpapers || Download paper

  77. Wavelet power spectrum and cross-coherency of Spanish economic variables. (2018). Gil-Faria, Maria Candelaria ; Gonzalez-Concepcion, Concepcion ; Pestano-Gabino, Celina.
    In: Empirical Economics.
    RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1295-5.

    Full description at Econpapers || Download paper

  78. Intraday price information flows between the CSI300 and futures market: an application of wavelet analysis. (2018). Xu, Xiaojie.
    In: Empirical Economics.
    RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1245-2.

    Full description at Econpapers || Download paper

  79. Wavelet analysis for temporal disaggregation. (2018). Perricone, Chiara.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:444.

    Full description at Econpapers || Download paper

  80. Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading. (2018). Sun, Edward ; Yu, Min-Teh ; Chen, Yi-Ting.
    In: Computational Economics.
    RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9711-7.

    Full description at Econpapers || Download paper

  81. Stock and bond return relations and stock market uncertainty: Evidence from wavelet analysis. (2018). Lin, Fu-Lai ; Chen, Yu-Fen ; Marsh, Terry ; Yang, Sheng-Yung.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:55:y:2018:i:c:p:285-294.

    Full description at Econpapers || Download paper

  82. Long-term stock market volatility and the influence of terrorist attacks in Europe. (2018). Gurdgiev, Constantin ; Corbet, Shaen ; Meegan, Andrew.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:68:y:2018:i:c:p:118-131.

    Full description at Econpapers || Download paper

  83. A multiscale analysis of stock return co-movements and spillovers: Evidence from Pacific developed markets. (2018). Das, Debojyoti ; Jana, R K ; Bhowmik, Puja.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:502:y:2018:i:c:p:379-393.

    Full description at Econpapers || Download paper

  84. The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach. (2018). Gupta, Suman ; Tiwari, Aviral Kumar ; Hasim, Haslifah ; Das, Debojyoti.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:27:y:2018:i:c:p:91-98.

    Full description at Econpapers || Download paper

  85. The beta heuristic from a time/frequency perspective: A wavelet analysis of the market risk of sectors. (2018). McNevin, Bruce D ; Nix, Joan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:68:y:2018:i:c:p:570-585.

    Full description at Econpapers || Download paper

  86. Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea. (2018). Meng, Xiangcai .
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2018-04-16.

    Full description at Econpapers || Download paper

  87. Multiscale correlation networks analysis of the US stock market: a wavelet analysis. (2017). Wang, Gang-Jin ; Chen, Shou ; Xie, Chi.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:12:y:2017:i:3:d:10.1007_s11403-016-0176-x.

    Full description at Econpapers || Download paper

  88. The multiscale relationship between exchange rates and fundamentals differentials: Empirical evidence from Scandinavia. (2017). Habimana, Olivier.
    In: MPRA Paper.
    RePEc:pra:mprapa:75956.

    Full description at Econpapers || Download paper

  89. Analysis of the efficiency–integration nexus of Japanese stock market. (2017). Rizvi, Syed Aun R. ; Aun, Syed ; Arshad, Shaista.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:470:y:2017:i:c:p:296-308.

    Full description at Econpapers || Download paper

  90. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95.

    Full description at Econpapers || Download paper

  91. U.S. shale oil production and WTI prices behaviour. (2017). Pérez de Gracia, Fernando ; Gil-Alana, Luis ; Monge, Manuel.
    In: Energy.
    RePEc:eee:energy:v:141:y:2017:i:c:p:12-19.

    Full description at Econpapers || Download paper

  92. Generalized Method of Moment estimation of multivariate multifractal models. (2017). Liu, Ruipeng ; Lux, Thomas.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:67:y:2017:i:c:p:136-148.

    Full description at Econpapers || Download paper

  93. Analysing the Relationship between Oil Prices and Islamic Stock Markets. (2017). Arshad, Shaista.
    In: Economic Papers.
    RePEc:bla:econpa:v:36:y:2017:i:4:p:429-443.

    Full description at Econpapers || Download paper

  94. Wavelets based multiscale analysis of select global equity returns. (2017). Bhandari, Avishek.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:75-88.

    Full description at Econpapers || Download paper

  95. Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:55.

    Full description at Econpapers || Download paper

  96. Investment in electric energy storage under uncertainty: a real options approach. (2016). Fleten, Stein-Erik ; Norheim, Beate ; Bakke, Ida ; Stein- Erik Fleten, ; Hagfors, Lars Ivar ; Hagspiel, Verena ; Wogrin, Sonja.
    In: Computational Management Science.
    RePEc:spr:comgts:v:13:y:2016:i:3:d:10.1007_s10287-016-0256-3.

    Full description at Econpapers || Download paper

  97. Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions. (2016). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:201690.

    Full description at Econpapers || Download paper

  98. Gold, oil, and stocks: Dynamic correlations. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:42:y:2016:i:c:p:186-201.

    Full description at Econpapers || Download paper

  99. Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics. (2016). Prasanna, Krishna ; Shalini, Velappan .
    In: Energy Economics.
    RePEc:eee:eneeco:v:53:y:2016:i:c:p:40-57.

    Full description at Econpapers || Download paper

  100. Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:251:y:2016:i:1:p:329-340.

    Full description at Econpapers || Download paper

  101. The U.S. Role in the Price Determination of Major Agricultural Commodities. (2016). Nigatu, Getachew ; Adjemian, Michael.
    In: 2017 Allied Social Sciences Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois.
    RePEc:ags:assa17:250119.

    Full description at Econpapers || Download paper

  102. The U.S. Role in the Price Determination of Major Agricultural Commodities. (2016). Nigatu, Getachew ; Adjemian, Michael.
    In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
    RePEc:ags:aaea16:236045.

    Full description at Econpapers || Download paper

  103. PREDICTING STOCK RETURNS — THE INFORMATION CONTENT OF PREDICTORS ACROSS HORIZONS. (2015). Deng, Kaihua ; Kim, Chang-Jin.
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s201049521550013x.

    Full description at Econpapers || Download paper

  104. Measuring Core Inflation in South Africa. (2015). Du Plessis, Stan ; du Rand, Gideon .
    In: Working Papers.
    RePEc:rza:wpaper:503.

    Full description at Econpapers || Download paper

  105. Optimal currency area and business cycle synchronization across U.S. states.. (2015). Gudjonsson, Haukur ; Brinca, Pedro ; Aguiar-Conraria, Luís.
    In: MPRA Paper.
    RePEc:pra:mprapa:62125.

    Full description at Econpapers || Download paper

  106. Generalized optimal wavelet decomposing algorithm for big financial data. (2015). Yu, Min-Teh ; Sun, Edward ; Chen, Yi-Ting .
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:165:y:2015:i:c:p:194-214.

    Full description at Econpapers || Download paper

  107. Market turning points forecasting using wavelet analysis. (2015). Bai, Limiao ; Chen, Ben M ; Zheng, Xiaolian ; Yan, Sen .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:437:y:2015:i:c:p:184-197.

    Full description at Econpapers || Download paper

  108. A wavelet based approach to measure and manage contagion at different time scales. (2015). Berger, Theo.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:436:y:2015:i:c:p:338-350.

    Full description at Econpapers || Download paper

  109. Investment horizon heterogeneity and wavelet: Overview and further research directions. (2015). Dubey, Rameshwar ; Gunasekaran, Angappa ; De, Anupam ; Chakrabarty, Anindya .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:429:y:2015:i:c:p:45-61.

    Full description at Econpapers || Download paper

  110. Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227.

    Full description at Econpapers || Download paper

  111. Gold, Oil, and Stocks: Dynamic Correlations. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5333.

    Full description at Econpapers || Download paper

  112. Measuring Core Inflation in South Africa. (2015). Kotze, Kevin ; Rand, Gideon ; Plessis, Stan .
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:83:y:2015:i:4:p:527-548.

    Full description at Econpapers || Download paper

  113. Modeling and forecasting exchange rate volatility in time-frequency domain. (2015). Vacha, Lukas ; Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef.
    In: Papers.
    RePEc:arx:papers:1204.1452.

    Full description at Econpapers || Download paper

  114. Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:14.

    Full description at Econpapers || Download paper

  115. Money growth and consumer price inflation in the euro area: A wavelet analysis. (2014). Mandler, Martin ; Scharnagl, Michael.
    In: Discussion Papers.
    RePEc:zbw:bubdps:332014.

    Full description at Econpapers || Download paper

  116. The export-led growth hypothesis for India: examining causality by a new approach in the time-frequency domain. (2014). Tiwari, Aviral ; Ludwig, Alexander.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:21:y:2014:i:18:p:1297-1301.

    Full description at Econpapers || Download paper

  117. The predictive power of yield spread: evidence from wavelet analysis. (2014). Dar, Arif ; Samantaraya, Amaresh ; Shah, Firdous .
    In: Empirical Economics.
    RePEc:spr:empeco:v:46:y:2014:i:3:p:887-901.

    Full description at Econpapers || Download paper

  118. Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study. (2014). Masih, Abul ; Bacha, Obiyathulla ; Jusoh, Hashim ; Masih, Abul Mansur M., .
    In: MPRA Paper.
    RePEc:pra:mprapa:56954.

    Full description at Econpapers || Download paper

  119. Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area. (2014). Nguyen, Duc Khuong ; Bekiros, Stelios ; Sjo, BO ; Uddin, Gazi Salah.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-437.

    Full description at Econpapers || Download paper

  120. Palm Oil Price, Exchange Rate, and Stock Market: A Wavelet Analysis on the Malaysian Market. (2014). SAITI, BUERHAN ; Ali, Azlan ; Sajilan, Sulaiman ; Abdullah, Naziruddin.
    In: Eurasian Journal of Economics and Finance.
    RePEc:ejn:ejefjr:v:2:y:2014:i:1:p:13-27.

    Full description at Econpapers || Download paper

  121. THE CONTINUOUS WAVELET TRANSFORM: MOVING BEYOND UNI- AND BIVARIATE ANALYSIS. (2014). Aguiar-Conraria, Luís ; Soares, Maria Joana.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:28:y:2014:i:2:p:344-375.

    Full description at Econpapers || Download paper

  122. Measuring the degree of integration within a group of stock markets. (2014). Bogdanova, Boryana .
    In: Economic Thought journal.
    RePEc:bas:econth:y:2014:i:6:p:26-46.

    Full description at Econpapers || Download paper

  123. Choosing the best type of wavelet: Case study-business cycle in Iran. (2014). Mansouri, Amin ; Afghah, Morteza ; Farazmand, Hassan .
    In: Asian Journal of Empirical Research.
    RePEc:asi:ajoerj:2014:p:293-314.

    Full description at Econpapers || Download paper

  124. Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
    In: Papers.
    RePEc:arx:papers:1308.0210.

    Full description at Econpapers || Download paper

  125. Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis. (2013). Gallegati, Marco ; Ramsey, James B..
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:25:y:2013:i:c:p:60-73.

    Full description at Econpapers || Download paper

  126. Assessing the exchange rate exposure of US multinationals. (2013). Habibdoust, Amir ; Crowley, Patrick.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2013_034.

    Full description at Econpapers || Download paper

  127. An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach. (2012). In, Francis ; Kim, Sang Bae.
    In: World Scientific Books.
    RePEc:wsi:wsbook:8431.

    Full description at Econpapers || Download paper

  128. Cross-correlating wavelet coefficients with applications to high-frequency financial time series. (2012). Hafner, Christian.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:39:y:2012:i:6:p:1363-1379.

    Full description at Econpapers || Download paper

  129. Multiscale Analysis of International Linkages of REIT Returns and Volatilities. (2012). Zhou, Jian.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:45:y:2012:i:4:p:1062-1087.

    Full description at Econpapers || Download paper

  130. Portfolio Value at Risk Estimate for Crude Oil Markets: A Multivariate Wavelet Denoising Approach. (2012). Xiang, Guocheng ; Lai, Kinkeung ; He, Kaijian.
    In: Energies.
    RePEc:gam:jeners:v:5:y:2012:i:4:p:1018-1043:d:17268.

    Full description at Econpapers || Download paper

  131. Crude oil price analysis and forecasting using wavelet decomposed ensemble model. (2012). Yu, Lean ; He, Kaijian ; Lai, Kin Keung.
    In: Energy.
    RePEc:eee:energy:v:46:y:2012:i:1:p:564-574.

    Full description at Econpapers || Download paper

  132. A new wavelet-based denoising algorithm for high-frequency financial data mining. (2012). Sun, Edward ; Meinl, Thomas .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:217:y:2012:i:3:p:589-599.

    Full description at Econpapers || Download paper

  133. Neuro‐fuzzy time‐series analysis of large‐volume data. (2011). Kalita, Jugal ; Schott, Jeff.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:18:y:2011:i:1:p:39-57.

    Full description at Econpapers || Download paper

  134. Business cycle synchronization according to wavelets – the case of Poland and the euro zone member countries. (2011). Bruzda, Joanna.
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:42:y:2011:i:3:p:5-32.

    Full description at Econpapers || Download paper

  135. Analysis of the intraday effects of economic releases on the currency market. (2011). Sun, Edward ; Fabozzi, Frank ; Rachev, Svetlozar T. ; Rezania, Omid .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:4:p:692-707.

    Full description at Econpapers || Download paper

  136. Wavelet decomposition for intra-day volume dynamics. (2010). Palit, Imon ; Soloviev, Oleg ; Manchaldore, Jaisimha .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:10:y:2010:i:8:p:917-930.

    Full description at Econpapers || Download paper

  137. Multi-scale variation, path risk and long-term portfolio management. (2010). Zhu, Jennifer ; Bowden, Roger .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:10:y:2010:i:7:p:783-796.

    Full description at Econpapers || Download paper

  138. Testing for spurious and cointegrated regressions: A wavelet approach. (2010). Leong, Chee Kian ; Huang, Weihong.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:37:y:2010:i:2:p:215-233.

    Full description at Econpapers || Download paper

  139. Classical vs wavelet-based filters Comparative study and application to business cycle. (2010). Ahamada, Ibrahim ; Jolivaldt, Philippe .
    In: Post-Print.
    RePEc:hal:journl:halshs-00476022.

    Full description at Econpapers || Download paper

  140. Classical vs wavelet-based filters Comparative study and application to business cycle. (2010). AHAMADA, IBRAHIM ; Jolivaldt, Philippe .
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00476022.

    Full description at Econpapers || Download paper

  141. Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets. (2010). Masih, Abul ; Alzahrani, Mohammed ; Al-Titi, Omar.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:1:p:10-18.

    Full description at Econpapers || Download paper

  142. An empirical comparison of alternate regime-switching models for electricity spot prices. (2010). Weron, Rafał ; Janczura, Joanna.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:5:p:1059-1073.

    Full description at Econpapers || Download paper

  143. Using wavelets to measure core inflation: The case of New Zealand. (2010). Baqaee, David.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:21:y:2010:i:3:p:241-255.

    Full description at Econpapers || Download paper

  144. Wavelet Smoothed Empirical Copula Estimators. (2010). Simon, Jose Carlos ; Chiann, Chang ; de Castro, Clelia Maria ; Morettin, Pedro Alberto .
    In: Brazilian Review of Finance.
    RePEc:brf:journl:v:8:y:2010:i:3:p:263-281.

    Full description at Econpapers || Download paper

  145. Errors-in-Variables Estimation with No Instruments. (2009). Gradojevic, Nikola ; Gencay, Ramazan.
    In: Working Paper series.
    RePEc:rim:rimwps:30_09.

    Full description at Econpapers || Download paper

  146. Using wavelets to measure core inflation: the case in New Zealand. (2009). Baqaee, David.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2009/05.

    Full description at Econpapers || Download paper

  147. The behavior of stock returns in the mining industry following the Iraq war. (2009). Fernandez, Viviana.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:23:y:2009:i:3:p:274-292.

    Full description at Econpapers || Download paper

  148. Analysing the performance of managed funds using the wavelet multiscaling method. (2008). faff, robert ; Marisetty, Vijaya ; Kim, Sangbae ; In, Francis.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:31:y:2008:i:1:p:55-70.

    Full description at Econpapers || Download paper

  149. Traditional versus novel forecasting techniques: how much do we gain?. (2008). Fernandez, Viviana.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:27:y:2008:i:7:p:637-648.

    Full description at Econpapers || Download paper

  150. Bandspectrum Cointegration. (2008). Andersson, Fredrik ; Andersson , Fredrik N. G., ; Andersson, Fredrik N. G., .
    In: Working Papers.
    RePEc:hhs:lunewp:2008_018.

    Full description at Econpapers || Download paper

  151. Long Run Inflation Indicators – Why the ECB got it Right. (2008). Andersson, Fredrik ; Andersson , Fredrik N. G., ; Andersson, Fredrik N. G., .
    In: Working Papers.
    RePEc:hhs:lunewp:2008_017.

    Full description at Econpapers || Download paper

  152. Using wavelets to decompose the time–frequency effects of monetary policy. (2008). Aguiar-Conraria, Luís ; Azevedo, Nuno ; Soares, Maria Joana.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:387:y:2008:i:12:p:2863-2878.

    Full description at Econpapers || Download paper

  153. The war on terror and its impact on the long-term volatility of financial markets. (2008). Fernandez, Viviana.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:1:p:1-26.

    Full description at Econpapers || Download paper

  154. Wavelet analysis of stock returns and aggregate economic activity. (2008). Gallegati, Marco.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:52:y:2008:i:6:p:3061-3074.

    Full description at Econpapers || Download paper

  155. Freight Transportation Activity, Business Cycles and Trend Growth. (2007). Elger, Thomas ; Andersson, Fredrik ; Andersson, Fredrik N G, .
    In: Working Papers.
    RePEc:hhs:lunewp:2007_015.

    Full description at Econpapers || Download paper

  156. A postcard from the past: The behavior of U.S. stock markets during 1871–1938. (2007). Fernandez, Viviana.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:386:y:2007:i:1:p:267-282.

    Full description at Econpapers || Download paper

  157. On the relationship between changes in stock prices and bond yields in the G7 countries: Wavelet analysis. (2007). In, Francis ; Kim, Sangbae.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:17:y:2007:i:2:p:167-179.

    Full description at Econpapers || Download paper

  158. The behavior of stock returns in the Asia-Pacific mining industry following the Iraq war. (2007). Fernandez, Viviana.
    In: Documentos de Trabajo.
    RePEc:edj:ceauch:243.

    Full description at Econpapers || Download paper

  159. A GUIDE TO WAVELETS FOR ECONOMISTS. (2007). .
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:21:y:2007:i:2:p:207-267.

    Full description at Econpapers || Download paper

  160. Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach. (2006). Weron, Rafal .
    In: HSC Books.
    RePEc:wuu:hsbook:hsbook0601.

    Full description at Econpapers || Download paper

  161. The International CAPM and a Wavelet-Based Decomposition of Value at Risk. (2006). Fernandez, Viviana.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12233.

    Full description at Econpapers || Download paper

  162. Does domestic cooperation lead to business-cycle convergence and financial linkages?. (2006). Fernandez, Viviana.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:46:y:2006:i:3:p:369-396.

    Full description at Econpapers || Download paper

  163. Intraday dynamics of stock market returns and volatility. (2006). Gencay, Ramazan ; Seluk, Faruk ; Genay, Ramazan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:367:y:2006:i:c:p:375-387.

    Full description at Econpapers || Download paper

  164. The CAPM and value at risk at different time-scales. (2006). Fernandez, Viviana.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:15:y:2006:i:3:p:203-219.

    Full description at Econpapers || Download paper

  165. The impact of major global events on volatility shifts: Evidence from the Asian crisis and 9/11. (2006). Fernandez, Viviana.
    In: Economic Systems.
    RePEc:eee:ecosys:v:30:y:2006:i:1:p:79-97.

    Full description at Econpapers || Download paper

  166. Extremal dependence in European capital markets. (2006). Fernandez, Viviana.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:9:y:2006:n:2:p:275-293.

    Full description at Econpapers || Download paper

  167. Wavelet variance and correlation analyses of output in G7 countries. (2005). Gallegati, Marco.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0512017.

    Full description at Econpapers || Download paper

  168. Stock market returns and economic activity: evidence from wavelet analysis. (2005). Gallegati, Marco.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0512016.

    Full description at Econpapers || Download paper

  169. Trade balance and terms of trade in U.S.: a time-scale decomposition analysis. (2005). Gallegati, Marco ; De Benedictis, Luca.
    In: International Trade.
    RePEc:wpa:wuwpit:0512016.

    Full description at Econpapers || Download paper

  170. An intuitive guide to wavelets for economists. (2005). Crowley, Patrick.
    In: GE, Growth, Math methods.
    RePEc:wpa:wuwpge:0508009.

    Full description at Econpapers || Download paper

  171. A Wavelet Analysis of MENA Stock Markets. (2005). Gallegati, Marco.
    In: Finance.
    RePEc:wpa:wuwpfi:0512027.

    Full description at Econpapers || Download paper

  172. Time-Scale Decomposition of Price Transmission in International Markets. (2005). Fernandez, Viviana.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:41:y:2005:i:4:p:57-90.

    Full description at Econpapers || Download paper

  173. The International CAPM and a wavelet-based decomposition of Value at Risk. (2005). Fernandez, Viviana.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp075.

    Full description at Econpapers || Download paper

  174. Price clustering and discreteness: is there chaos behind the noise?. (2005). Antoniou, Antonios ; Vorlow, Constantinos E..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:348:y:2005:i:c:p:389-403.

    Full description at Econpapers || Download paper

  175. The relationship between stock returns and inflation: new evidence from wavelet analysis. (2005). In, Francis ; Kim, Sangbae.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:12:y:2005:i:3:p:435-444.

    Full description at Econpapers || Download paper

  176. Wavelet-based prediction of oil prices. (2005). Weinreich, Ilona ; Yousefi, Shahriar ; Reinarz, Dominik.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:25:y:2005:i:2:p:265-275.

    Full description at Econpapers || Download paper

  177. Stock Markets Turmoil: Worldwide Effects of Middle East Conflicts. (2005). Fernandez, Viviana.
    In: Documentos de Trabajo.
    RePEc:edj:ceauch:215.

    Full description at Econpapers || Download paper

  178. The International CAPM and a wavelet-based decomposition of Value at Risk. (2005). Fernandez, Viviana.
    In: Documentos de Trabajo.
    RePEc:edj:ceauch:203.

    Full description at Econpapers || Download paper

  179. An intuitive guide to wavelets for economists. (2005). Crowley, Patrick.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2005_001.

    Full description at Econpapers || Download paper

  180. Recurrence quantification analysis of wavelet pre-filtered index returns. (2004). Antoniou, Antonios ; Vorlow, Constantinos E..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:344:y:2004:i:1:p:257-262.

    Full description at Econpapers || Download paper

  181. Financial earthquakes, aftershocks and scaling in emerging stock markets. (2004). Seluk, Faruk .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:333:y:2004:i:c:p:306-316.

    Full description at Econpapers || Download paper

  182. A Wavelet Analysis of MENA stock markets. (2003). Gallegati, Marco.
    In: Middle East and North Africa.
    RePEc:ekd:003304:330400031.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Arino, Miguel A. (1996}: “Forecasting Time Series via Discrete Wavelet Transform, ” working paper, Univ. de Navarra, Barcelona.
    Paper not yet in RePEc: Add citation now
  2. Aussem, A., and Murtagh, F. (1997): “Combining Neural Network Forecasts on Wavelet-transformed Time Series,” Connection Science, 9, No. 1, 113-121.
    Paper not yet in RePEc: Add citation now
  3. Aussem, A., Campbell, J., and Murtagh, F. (1998): “Wavelet-based Feature Extraction and Decomposition Strategies for Financial Forecasting,” Journal of Computational Intelligence in Finance, March/April, 5-12.
    Paper not yet in RePEc: Add citation now
  4. Blanchard, O.J. and Fischer, S.(1992): Lectures on Macroeconomics, MIT Press, Cambridge.
    Paper not yet in RePEc: Add citation now
  5. Breiman, L.(1995): “Better subset regression using the nonnegative garrote,” Technometrics, 37, 373-384.
    Paper not yet in RePEc: Add citation now
  6. Brillinger, D.R. (1996): “Some uses of cumulants in wavelet analysis,” Journal of Nonparametric Statistics, 6, 93-114.
    Paper not yet in RePEc: Add citation now
  7. Brillinger, D.R.(1994): “Uses of cumulants in wavelet analysis,” Proceedings of SPIE Conference on Advanced Signal Processing, 2296: 2-18.
    Paper not yet in RePEc: Add citation now
  8. Bruce, A., and Gao, H.(1996): Applied Wavelet Analysis with S-Plus, Springer Verlag, New York.
    Paper not yet in RePEc: Add citation now
  9. Carmona,R., Hwang, W., and Torresani, B (1998): Practical Time-Frequency Analysis, Academic Press, New York.
    Paper not yet in RePEc: Add citation now
  10. Chui, Charles K. (1992): An Introduction to Wavelets, Academic Press, New York.
    Paper not yet in RePEc: Add citation now
  11. Diebold, F.X. (1998): Elements of Forecasting, South Western, Cincinnati.
    Paper not yet in RePEc: Add citation now
  12. Donoho, D.L., and Johnstone, I.M. (1995): “Adapting to unknown smoothness via wavelet shrinkage,” J. Amer. Statist. Ass., 90, 1200-1224.
    Paper not yet in RePEc: Add citation now
  13. Donoho, D.L., and Johnstone,I.M. (1998): “Minimax estimation by wavelet shrinkage, ” Ann. Statist., 26, 879-921.
    Paper not yet in RePEc: Add citation now
  14. Donoho, D.L., and Johnstone,I.M., Keryachariam, G. and Picard, D. (1995): “Wavelet shrinkage: asymptopia?” J. R. Statis. Soc. 57, 301-369.
    Paper not yet in RePEc: Add citation now
  15. Frances, P.H., and Dijk, D.van (2002): Non-linear time series models in empirical finance, Cambridge Press, Cambridge.
    Paper not yet in RePEc: Add citation now
  16. Fryzlewicz, P., van Bellegem, S., and von Sachs, R. (2002): “Forecasting nonstationary time series by wavelet process modelling,” Technical Report 0208, Institute de Statistique, Univ. Catholique de Louvain.
    Paper not yet in RePEc: Add citation now
  17. Gencay,R., Selcuk, F., Whitcher, B. (2001): “Differentiating intraday seasonalities through wavelet multi-scaling,” Physica A, 289, 543-556.
    Paper not yet in RePEc: Add citation now

  18. Gencay,R., Selcuk, F., Whitcher, B. (2001a): “Scaling properties of foreign exchange volatility,” Physica A, 289, 249-266.

  19. Gencay,R., Selcuk, F., Whitcher, B. (2002): An Introduction to Wavelets and Other Filtering Methods in Finance and Economics, Academic Press, New York.
    Paper not yet in RePEc: Add citation now
  20. Gencay,R., Selcuk, F., Whitcher, B. (2002a): “Robustness of systematic risk across time scales,” informal University of Windsor working paper.
    Paper not yet in RePEc: Add citation now
  21. Hardle, C., Kerkyacharian, G., Picard, D., and Tsybakov, A. (1998): Wavelets, Approximation, and Statistical Applications, Springer Verlag, New York.
    Paper not yet in RePEc: Add citation now
  22. Henderson, J.M., and Quandt, R.E.(1980): Micro-economic Theory, McGraw-Hill, New York.
    Paper not yet in RePEc: Add citation now
  23. Hess-Nielsen, N. and Wickhauser, B. (1996): “Wavelet and time-frequency analysis, ” Proceedings of the IEEE, 84(4), 523-540.
    Paper not yet in RePEc: Add citation now
  24. Jensen, M. J., and Liu, M. (2002): “Do Long Swings in the Business Cycle Lead to Strong Persistence in Output,” Univ. of Missouri Dept.of Economics Working paper.
    Paper not yet in RePEc: Add citation now

  25. Jensen, M.(1999): “An Approximate wavelet MLE of short and long memory parameters,” Studies in Nonlinear Dynamics and Economics, Academic Press, San Diego.

  26. Jensen, M.(1999a): Using wavelets to obtain a consistent ordinary least squares estimator of he long-memory parameter,” Journal of Forecasting, 18(1), 17-32.
    Paper not yet in RePEc: Add citation now

  27. Johnstone, I.M., and Silverman, B. (1997): “Wavelet Threshold Estimators for Data with Correlated Noise,” J. R. Statist.Soc., B. 59, 319-351.

  28. Mallat, S. (1989): “A Theory of Multiresolution Signal Decomposition: The Wavelet Representation,” IEEE Transactions on Pattern Analysis and Machine Intelligence, 11, 674-693.
    Paper not yet in RePEc: Add citation now
  29. Mallat,S. and Zhang, Z. (1993): “Matching Pursuits with Time-Frequency Dictionaries, ” IEEE Transactions on Signal Processing, 41, 3397-3415. “On the phase of least-asymmetric scaling and wavelet filters,” Techinical Report TR-95-15, Dept. of Mathematics, Imperial College of Science, Technology, and Medicine.
    Paper not yet in RePEc: Add citation now
  30. McCoy, E.J., and Walden, A.T. (1996): “Wavelet analysis and synthesis of stationary long-memory processes,” Journal of Computational and Graphical Statistics, 5(1), 26-56.
    Paper not yet in RePEc: Add citation now

  31. Nerlove, M., Grether, D.M., and Carvalo, J.L. (1979): Analysis of Economic Time Series, Academic Press, New York.

  32. Percival, D.B., and Walden, A.T.(2000): Wavelet Methods for Time Series Analysis, Cambridge Press, Cambridge.
    Paper not yet in RePEc: Add citation now

  33. Ramsay, J. O., and Ramsey, J. B. (2002): “Functional data analysis of the dynamics of the monthly index of nondurable goods production,” Journ. of Econometrics, 107, 327-344.

  34. Ramsey, J. B. and Zhang, Z. (1996): “The Application of Waveform Dictionaries to Stock Market Index Data,” Predictability of Complex Dynamical Systems, edited by Yurii A.Kravtsov and James Kadtke, Springer-Verlag, 189-208.
    Paper not yet in RePEc: Add citation now

  35. Ramsey, J. B. and Zhang, Z. (1997): “The Analysis of Foreign Exchange Rates Using Waveform Dictionaries,” Journal of Empirical Finance, 4, 341-372.

  36. Ramsey, J. B., and Lampart,C.(1998a): “The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income,” Studies in Nonlinear Dynamics and Econometrics, 3, No. 4, 23-42.
    Paper not yet in RePEc: Add citation now

  37. Ramsey, J. B., Zaslavsky, G., and Usikov, D. (1995): “An Analysis of U. S. Stock Price Behavior Using Wavelets,” Fractals, Vol. 3, No. 2, 377-389.

  38. Ramsey, James B. (1996): “If Nonlinear Models Cannot Forecast, What Use Are They?”, Studies in Nonlinear Dynamics and Econometrics (SNDE), 1, No. 2, July, 65-86.

  39. Ramsey,J. B. (1999a): “Regression over Time Scale Decompositions: A Sampling Analysis of Distributional Properties,” Economic Systems Research, 11, No. 2, 163-183.
    Paper not yet in RePEc: Add citation now

  40. Ramsey,J. B., and Anderson, H. (2002): “U.S. and Canadian industrial production indices as coupled oscillators,” Journ. of Econ. Dynamics and Control, 26, 3367.

  41. Ramsey,J. B., and Thomson, D. (1999): “A Reanalysis of the Spectral Properties of Some Economic and Financial Time Series,” Nonlinear Time Series Analysis of Economic and Financial Data, edt. Philip Rothman, Kluwer Academic Press, Boston, 45-85.
    Paper not yet in RePEc: Add citation now

  42. Ramsey,J.B., and Lampart, C. (1998): “The Decomposition of Economic Relationships by Time Scale Using Wavelets: Money and Income,” Macroeconomic Dynamics, 2, 49-71.

  43. Ramsey: Wavelets in Economics and Finance: Past and Future Brought to you by | Jose Manuel Barrueco/CitEc Authenticated Download Date | 5/3/17 9:45 PM Li, T.H., and Hinich, M. (2002): “A filter bank approach for modeling and forecasting seasonal patterns,” Technometrics, 44(1), 1-14.

  44. Serroukh, A., and Walden, A. T. (1998): “The Scale Analysis of Bivariate NonGaussian Time Series via Wavelet Cross-Covariance,” Statistics Section Tech. Report, TR-98-02, Imperial College of Science, London.
    Paper not yet in RePEc: Add citation now
  45. Strang, G. and Nguyen, T. (1996): Wavelets and Filter Banks, WellesleyCambridge Press, Cambridge.
    Paper not yet in RePEc: Add citation now

  46. Whitcher, B. (2000): “Wavelet-based estimation for seasonal long-memory processes,” Technical Report 00-14, Eurandom, The Netherlands.

  47. Whitcher, B. (2001): Simulating Gaussian stationary processes with unbounded spectra,” Journal of Computational and Graphical Statistics, 10(1), 112-134.
    Paper not yet in RePEc: Add citation now
  48. Whitcher, B., Guttorp, P. and Percival, D.B. (2000): “Wavelet analysis of covariance with applications to atmospheric time series,” Journal of Geophysical Research, 105(D11), 14,941-14,962. Ramsey: Wavelets in Economics and Finance: Past and Future Brought to you by | Jose Manuel Barrueco/CitEc Authenticated Download Date | 5/3/17 9:45 PM
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Multiscale correlation networks analysis of the US stock market: a wavelet analysis. (2017). Wang, Gang-Jin ; Chen, Shou ; Xie, Chi.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:12:y:2017:i:3:d:10.1007_s11403-016-0176-x.

    Full description at Econpapers || Download paper

  2. Causality and correlations between BSE and NYSE indexes: A Janus faced relationship. (2017). , Neeraj ; Panigrahi, Prasanta K.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:481:y:2017:i:c:p:284-313.

    Full description at Econpapers || Download paper

  3. Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective. (2016). Dutta, Srimonti ; Chatterjee, Sucharita ; Ghosh, Dipak .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:463:y:2016:i:c:p:188-201.

    Full description at Econpapers || Download paper

  4. Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications. (2016). Shahzad, Syed Jawad Hussain ; Kumar, Ronald ; Ameer, Saba ; Ali, Sajid ; Hussain, Syed Jawad.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:457:y:2016:i:c:p:8-33.

    Full description at Econpapers || Download paper

  5. Anomalous volatility scaling in high frequency financial data. (2016). Nava, Noemi ; di Matteo, T ; Aste, Tomaso.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:447:y:2016:i:c:p:434-445.

    Full description at Econpapers || Download paper

  6. Oil price and stock market co-movement: What can we learn from time-scale approaches?. (2016). Guesmi, Khaled ; Ftiti, Zied ; Abid, Ilyes .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:46:y:2016:i:c:p:266-280.

    Full description at Econpapers || Download paper

  7. Interdependence of foreign exchange markets: A wavelet coherence analysis. (2016). Yang, Lu ; Hamori, Shigeyuki ; Zhang, Huimin ; Cai, Xiaojing.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:55:y:2016:i:c:p:6-14.

    Full description at Econpapers || Download paper

  8. Benefits of wavelet-based carry trade diversification. (2015). Orlov, Vitaly ; Aijo, Janne.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:34:y:2015:i:c:p:17-32.

    Full description at Econpapers || Download paper

  9. Market turning points forecasting using wavelet analysis. (2015). Bai, Limiao ; Chen, Ben M ; Zheng, Xiaolian ; Yan, Sen .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:437:y:2015:i:c:p:184-197.

    Full description at Econpapers || Download paper

  10. Investment horizon heterogeneity and wavelet: Overview and further research directions. (2015). Dubey, Rameshwar ; Gunasekaran, Angappa ; De, Anupam ; Chakrabarty, Anindya .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:429:y:2015:i:c:p:45-61.

    Full description at Econpapers || Download paper

  11. Risk-return characteristics of Islamic equity indices: Multi-timescales analysis. (2015). Masih, Abul ; Bacha, Obiyathulla ; Dewandaru, Ginanjar ; Masih, A. Mansur M., .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:29:y:2015:i:c:p:115-138.

    Full description at Econpapers || Download paper

  12. Linkages and co-movement between international stock market returns: Case of Dow Jones Islamic Dubai Financial Market index. (2015). Masih, Abul ; EL Alaoui, AbdelKader ; Rosly, Saiful Azhar ; Dewandaru, Ginanjar.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:36:y:2015:i:c:p:53-70.

    Full description at Econpapers || Download paper

  13. Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227.

    Full description at Econpapers || Download paper

  14. Option pricing with non-Gaussian scaling and infinite-state switching volatility. (2014). Caporin, Massimiliano ; Stella, Attilio ; Caraglio, Michele ; Zamparo, Marco ; Baldovin, Fulvio .
    In: Papers.
    RePEc:arx:papers:1307.6322.

    Full description at Econpapers || Download paper

  15. Multifractal models in finance: Their origin, properties, and applications. (2013). Segnon, Mawuli ; Lux, Thomas.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1860.

    Full description at Econpapers || Download paper

  16. Interdependence Between Some Major European Stock Markets - A Wavelet Lead/Lag Analysis. (2013). Dajcman, Silvo ; Dajman, Silvo .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2013:y:2013:i:1:id:439:p:28-49.

    Full description at Econpapers || Download paper

  17. Empirical scaling laws and the aggregation of non-stationary data. (2013). Chang, Lo-Bin ; Geman, Stuart .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:20:p:5046-5052.

    Full description at Econpapers || Download paper

  18. Correlations between oil and stock markets : a wavelet-based approach. (2013). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws130504.

    Full description at Econpapers || Download paper

  19. Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis. (2012). Marczak, Martyna ; Gomez, Victor .
    In: FZID Discussion Papers.
    RePEc:zbw:fziddp:502012.

    Full description at Econpapers || Download paper

  20. The Dynamics of Return Comovement and Spillovers Between the Czech and European Stock Markets in the Period 1997–2010. (2012). Dajcman, Silvo.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:62:y:2012:i:4:p:368-390.

    Full description at Econpapers || Download paper

  21. Estimating traffic demand risk – A multiscale analysis. (2012). Krüger, Niclas ; Kruger, Niclas A..
    In: Transportation Research Part A: Policy and Practice.
    RePEc:eee:transa:v:46:y:2012:i:10:p:1741-1751.

    Full description at Econpapers || Download paper

  22. Statistical properties of the yuan exchange rate index. (2012). Wang, Dong-Hua ; Suo, Yuan-Yuan ; Yu, Xiao-Wen .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:12:p:3503-3512.

    Full description at Econpapers || Download paper

  23. Cross dynamics of oil-stock interactions: A redundant wavelet analysis. (2012). JAMMAZI, RANIA.
    In: Energy.
    RePEc:eee:energy:v:44:y:2012:i:1:p:750-777.

    Full description at Econpapers || Download paper

  24. De-noising option prices with the wavelet method. (2012). Haven, Emmanuel ; Liu, Xiaoquan ; Shen, Liya .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:222:y:2012:i:1:p:104-112.

    Full description at Econpapers || Download paper

  25. Wavelet-based multi-resolution GARCH model for financial spillover effects. (2011). Huang, Shian-Chang.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:81:y:2011:i:11:p:2529-2539.

    Full description at Econpapers || Download paper

  26. Investment horizon effect on asset allocation between value and growth strategies. (2011). Gencay, Ramazan ; In, Francis ; Kim, Sangbae ; Genay, Ramazan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:4:p:1489-1497.

    Full description at Econpapers || Download paper

  27. Auto-correlated behavior of WTI crude oil volatilities: A multiscale perspective. (2010). Wang, Yudong ; Wu, Chongfeng ; Wei, YU.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:24:p:5759-5768.

    Full description at Econpapers || Download paper

  28. Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets. (2010). Masih, Abul ; Alzahrani, Mohammed ; Al-Titi, Omar.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:1:p:10-18.

    Full description at Econpapers || Download paper

  29. Using wavelets to decompose the time–frequency effects of monetary policy. (2008). Aguiar-Conraria, Luís ; Azevedo, Nuno ; Soares, Maria Joana.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:387:y:2008:i:12:p:2863-2878.

    Full description at Econpapers || Download paper

  30. Wavelet analysis of stock returns and aggregate economic activity. (2008). Gallegati, Marco.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:52:y:2008:i:6:p:3061-3074.

    Full description at Econpapers || Download paper

  31. Which Are the Worlds Wobblier Currencies? Reference Exchange Rates and Their Variation. (2007). Zhu, Jennifer Z. ; Bowden, Roger J..
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:11:y:2007:i:3:n:5.

    Full description at Econpapers || Download paper

  32. Characterization of exchange rate regimes based on scaling and correlation properties of volatility for ASEAN-5 countries. (2006). Uning, Rosemary ; Muniandy, Sithi V..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:371:y:2006:i:2:p:585-598.

    Full description at Econpapers || Download paper

  33. Stock market returns and economic activity: evidence from wavelet analysis. (2005). Gallegati, Marco.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0512016.

    Full description at Econpapers || Download paper

  34. A Wavelet Analysis of MENA Stock Markets. (2005). Gallegati, Marco.
    In: Finance.
    RePEc:wpa:wuwpfi:0512027.

    Full description at Econpapers || Download paper

  35. Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Aste, T. ; Di Matteo, T..
    In: Econometrics.
    RePEc:wpa:wuwpem:0503004.

    Full description at Econpapers || Download paper

  36. Multiscale systematic risk. (2005). Selcuk, Faruk ; Gencay, Ramazan ; Whitcher, Brandon .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:1:p:55-70.

    Full description at Econpapers || Download paper

  37. Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Aste, T. ; Di Matteo, T..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:4:p:827-851.

    Full description at Econpapers || Download paper

  38. Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997. (2005). Los, Cornelis ; Karuppiah, Jeyanthi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:14:y:2005:i:2:p:211-246.

    Full description at Econpapers || Download paper

  39. International Finance, Levy Distributions, and the Econophysics of Exchange Rates. (2004). Da Silva, Sergio.
    In: International Finance.
    RePEc:wpa:wuwpif:0405018.

    Full description at Econpapers || Download paper

  40. Exponentially Damped Levy Flights, Multiscaling, and Exchange Rates. (2004). Da Silva, Sergio.
    In: Finance.
    RePEc:wpa:wuwpfi:0405027.

    Full description at Econpapers || Download paper

  41. Using the Scaling Analysis to Characterize Financial Markets. (2004). Dacorogna, Michel ; Aste, T. ; Di Matteo, T..
    In: Finance.
    RePEc:wpa:wuwpfi:0402014.

    Full description at Econpapers || Download paper

  42. Information flow between volatilities across time scales. (2004). Selcuk, Faruk ; Gencay, Ramazan ; Whitcher, Brandon .
    In: MPRA Paper.
    RePEc:pra:mprapa:10355.

    Full description at Econpapers || Download paper

  43. Dimension of the minimal cover and fractal analysis of time series. (2004). Dubovikov, M. M, ; Starchenko, N. V, ; Dubovikov, M. S, .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:339:y:2004:i:3:p:591-608.

    Full description at Econpapers || Download paper

  44. Exponentially damped Lévy flights, multiscaling, and exchange rates. (2004). Da Silva, Sergio ; Figueiredo, Annibal ; Matsushita, Raul ; Rathie, Pushpa ; Gleria, Iram.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:333:y:2004:i:c:p:353-369.

    Full description at Econpapers || Download paper

  45. A Wavelet Analysis of MENA stock markets. (2003). Gallegati, Marco.
    In: Middle East and North Africa.
    RePEc:ekd:003304:330400031.

    Full description at Econpapers || Download paper

  46. Scaling, self-similarity and multifractality in FX markets. (2003). Gencay, Ramazan ; Genay, Ramazan ; Xu, Zhaoxia .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:323:y:2003:i:c:p:578-590.

    Full description at Econpapers || Download paper

  47. The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses. (2003). In, Francis Haeuck ; Kim, Sangbae.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:7:y:2003:i:4:n:4.

    Full description at Econpapers || Download paper

  48. Wavelets in Economics and Finance: Past and Future. (2002). Ramsey, J. B..
    In: Working Papers.
    RePEc:cvs:starer:02-02.

    Full description at Econpapers || Download paper

  49. Wavelets in Economics and Finance: Past and Future. (2002). Ramsey, James B..
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:6:y:2002:i:3:n:1.

    Full description at Econpapers || Download paper

  50. False EUR exchange rates vs. DKK, CHF, JPY and USD. What is a strong currency?. (2001). ausloos, marcel ; Ivanova, K..
    In: Papers.
    RePEc:arx:papers:cond-mat/0103033.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-24 19:49:38 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.