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1-4 of 4
Keywords: Wavelet coherence
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Journal Articles
From Wall Street to Dalal Street: tracing fear's path through quantile connectedness approach
Available to Purchase
International Journal of Emerging Markets 1–30.
Published: 22 December 2025
... sentiment across different quantiles, focusing on implied volatility indices of the USA, developed, emerging and Indian stock markets. Design/methodology/approach To achieve this, we employed wavelet coherence analysis and the quantile VAR model for the period from 2011 to 2023, enabling us to capture...
Journal Articles
Revisiting oil-stock nexus in the time of health crisis: a wavelet approach
Available to Purchase
International Journal of Emerging Markets (2025) 20 (11): 4450–4475.
Published: 20 August 2024
... transforms and wavelet coherence over the period July 19, 2019 to August 16, 2021 based on daily data. Continuous wavelet transforms provide an over complete representation of stock returns signals by letting the translation and scale parameters of the wavelets vary continuously. Findings...
Journal Articles
Financial stress effects on financial markets: dynamic connectedness and portfolio hedging
Available to Purchase
International Journal of Emerging Markets (2023) 18 (10): 4064–4087.
Published: 20 December 2021
...Taicir Mezghani; Mouna Boujelbène-Abbes Purpose This paper investigates the impact of financial stress on the dynamic connectedness and hedging for oil market and stock-bond markets of the Gulf Cooperation Council (GCC). Design/methodology/approach This study uses the wavelet coherence model...
Journal Articles
Islamic stock-sukuk indexes' correlations: does financial uncertainty matter?
Available to Purchase
International Journal of Emerging Markets (2022) 17 (8): 1840–1864.
Published: 19 January 2021
... at: alahouel.fatma@gmail.com 05 03 2020 21 07 2020 19 11 2020 04 01 2021 05 01 2021 © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Stock-sukuk co-movements Financial uncertainty Wavelet coherence Dow jones indexes G010...
