... (USDX). Design/methodology/approach The series used are weekly and cover the period from January 2016 to November 2022. To generate the results, the unrestricted vector autoregression (VAR), structural vector autoregression (SVAR) and wavelet coherence were performed. Findings The findings...

... for the USA and the UK to help investors and portfolio managers in their informed investment decisions during times of infectious disease spread. Design/methodology/approach This study uses wavelet coherence approach because it allows to observe lead–lag nonlinear relationship between two time-series...

... and equity market investors could decide to use ESG stocks in their portfolio hedging strategies during times of health and market crisis similar to COVID-19 pandemic. Design/methodology/approach The study uses a wavelet coherence framework on four major ESG stock indices from global and emerging stock...

... factor families are selected based on the mining motivation of these cryptocurrencies. The study first examines discrete wavelet transform-based (WTB) correlations, reduce the dimension and focuson relevant pairs. Selected pairs are further examined by wavelet coherence to capture the intermittent nature...