Keywords: Wavelet
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Journal Articles
Studies in Economics and Finance (2025) 42 (2): 240–258.
Published: 27 August 2024
... to December 31, 2022. After this period, the influence of the refugees is small, insignificant. Wavelet coherence, wavelet power spectrum and the time-varying parameter vector autoregressions method were used for data processing. Findings The key finding are as follows: a link exists between the dynamics...
Journal Articles
Journal Articles
Studies in Economics and Finance (2022) 39 (3): 419–443.
Published: 06 October 2021
...Samah Hazgui; Saber Sebai; Walid Mensi Purpose This paper aims to examine the frequency of co-movements and asymmetric dependencies between bitcoin (BTC), gold, Brent crude oil and the US economic policy uncertainty (EPU) index. Design/methodology/approach The authors use a wavelet approach...

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