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1-5 of 5
Keywords: Wavelet analysis
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Journal Articles
International Journal of Emerging Markets (2025) 20 (8): 3229–3251.
Published: 15 January 2024
...@mail.vidyasagar.ac.in 06 05 2023 15 11 2023 22 12 2023 © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only Wavelet analysis Cryptocurrency Stock market Safe haven Hedge O16 G01 C19 Over the last four years, the occurrence...
Journal Articles
International Journal of Emerging Markets (2024) 19 (9): 2499–2525.
Published: 22 November 2022
... with wavelet analysis and detrended cross-correlation analysis, were used. First, in the time-frequency domain, the coherency and lead-lag relationship between uncertainty and the commodity markets were investigated. Furthermore, the transmission direction of the cross-correlation over different lag periods...
Journal Articles
International Journal of Emerging Markets (2024) 19 (3): 561–581.
Published: 20 July 2022
...., 2015 ; Saini et al., 2021 ; Zhu, 2011). We adopt wavelet analysis to study the synchronizations between the credit cycles of BRICS nations. Wavelet means “little waves” and is extensively used in the field of signal processing in engineering. They provide an important extension over...
Journal Articles
International Journal of Emerging Markets (2023) 18 (11): 4968–4986.
Published: 08 February 2022
... and Indian rupee and ten-year sovereign bond yields from March 17, 2020 to May 8, 2021. COVID-19 Exchange rates Stock prices Sovereign bonds Wavelet analysis In the wake of the coronavirus disease 2019 (COVID-19) crisis, the world economy has experienced disaster, and there has been great...
Journal Articles
International Journal of Emerging Markets (2021) 16 (8): 2009–2033.
Published: 18 July 2020
... technique to economic indicators adds to the originality of the paper. © Emerald Publishing Limited 2020 Emerald Publishing Limited Licensed re-use rights only Emerging economy GDP Forecast Wavelet analysis Burg model C53 E37 The Kingdom of Saudi Arabia's (KSA's) regulatory...
