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Keywords: Wavelet coherence method
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Journal Articles
EuroMed Journal of Business (2025) 20 (3): 669–697.
Published: 19 March 2024
... to estimate the time-varying optimal hedge ratios, the optimal weighs and the hedging effectiveness. Findings Wavelet coherence method reveals that, at low frequency, large zone of co-movements appears for the pairs Pax gold/EUR, Pax gold/JPY and Pax gold/RUB. Further, the BEKK results show unidirectional...

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