create a website

Does Shariah index hedge against sentiment risk? Evidence from Indian stock market using time–frequency domain approach. (2018). Dash, Saumya Ranjan ; Maitra, Debasish.
In: Journal of Behavioral and Experimental Finance.
RePEc:eee:beexfi:v:19:y:2018:i:c:p:20-35.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 68

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Financial stability efficiency of Islamic and conventional banks. (2021). Safiullah, MD.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000949.

    Full description at Econpapers || Download paper

  2. Stability efficiency in Islamic banks: Does board governance matter?. (2021). Safiullah, MD.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303713.

    Full description at Econpapers || Download paper

  3. Switching costs in Islamic banking: The impact on market power and financial stability. (2020). Kabir, Md Nurul ; Miah, Mohammad Dulal ; Safiullah, MD.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303361.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Abdullah, F. ; Hassan, T. ; Mohamad, S. Investigation of performance of Malaysian Islamic unit trust funds: Comparison with conventional unit trust funds. 2007 Manag. Finance. 33 142-153
    Paper not yet in RePEc: Add citation now
  2. Aguiar-Conraria, L, and Soares, M., 2011. Continuous wavelet transform: A primer, NIPE, WP-16/2011. Universidade do Minho. URL: http://www.nipe.eeg.uminho.pt/Uploads/WP_2011/NIPE_WP_16_2011.pdf.

  3. Aguiar-Conraria, L. ; Magalhaẽs, C.P.C. ; Soares, M. Cycles in politics: wavelet analysis of political time series. 2012 Amer. J. Polit. Sci.. 56 500-518

  4. Al-Khazali, O. ; Lean, H.H. ; Samet, A. Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach. 2014 Pac.-Basin Financ. J.. 28 29-46

  5. Albaity, M.S. ; Mudor, H. Return performance, Cointegration and short run dynamics of Islamic and non-Islamic indices: evidence from the US and Malaysia during the subprime crisis. 2012 Atlantic Rev. Econ.. 1 1-22

  6. Ashraf, D. Performance evaluation of Islamic mutual funds relative to conventional funds: Empirical evidence from Saudi Arabia. 2013 Int. J. Islamic Middle East. Finance Manage.. 6 105-121
    Paper not yet in RePEc: Add citation now
  7. Ashraf, D. ; Mohammad, N. Matching perception with the reality-Performance of Islamic equity investments. 2014 Pac.-Basin Financ. J.. 28 175-189

  8. Asian Development Bank Islamic Finance for Asia: Development, Prospects, and Inclusive Growth. 2015 Asian Development Bank: Manila, Philippines
    Paper not yet in RePEc: Add citation now
  9. Azmat, S. ; Jalil, M.N. ; Skully, M. ; Brown, K. Investor’s choice of Shariah compliant ‘replicas’ and original Islamic instruments. 2016 J. Econ. Behav. Organ.. 132 4-22

  10. Bahloul, S. ; Mroua, M. ; Naifar, N. The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching. 2017 Borsa Istanb. Rev.. 17 62-74

  11. Baker, M. ; Wurgler, J. Sentiment and the cross-section of stock returns. 2006 J. Finance. 61 1645-1680
    Paper not yet in RePEc: Add citation now
  12. Benhmad, F. Modeling nonlinear Granger causality between the oil Price and US dollar: A wavelet based approach. 2012 Econ. Modell.. 29 1505-1514

  13. Berger, D. ; Turtle, H.J. Cross-sectional performance and investor sentiment in a multiple risk factor model. 2012 J. Bank. Financ.. 36 1107-1121

  14. Brown, G.W. ; Cliff, M.T. Sentiment and the near-term stock market. 2004 J. Empir. Finance. 11 1-27
    Paper not yet in RePEc: Add citation now
  15. Carhart, M.M. On persistence in mutual fund performance. 1997 J. Finance. 52 57-82

  16. Chen, N. ; Roll, R. ; Ross, S. Economic forces and the stock markets. 1986 J. Bus.. 59 383-403

  17. Chu, X. ; Wu, C. ; Qiuac, J. Nonlinear Granger causality test between stock returns and sentiment for Chinese stock market: a wavelet-based approach. 2016 Appl. Econ.. 48 1915-1924

  18. Dacorogna, M. ; Mller, U. ; Olsen, R. ; Pictet, O. Defining efficiency in heterogeneous markets. 2001 Quant. Finance. 1 198-201

  19. Dash, R.S. ; Mahakud, J. Investor sentiment, risk factors and stock return: evidence from Indian non-financial companies. 2012 J. Indian Bus. Res.. 4 194-218
    Paper not yet in RePEc: Add citation now
  20. De Long, J. ; Bradford, A.S. ; Lawrence, H.S. ; Robert, J.W. Noise trader risk in financial markets. 1990 J. Polit. Econ.. 98 703-738
    Paper not yet in RePEc: Add citation now
  21. Derigs, U. ; Marzban, S. Review and analysis of current Shariah-compliant equity screening practices. 2008 Int. J. Islamic Middle East. Finance Manage.. 1 285-303
    Paper not yet in RePEc: Add citation now
  22. Dewandaru, G. ; Rizvi, S.A.R. ; Masih, R. ; Masih, M. ; Alhabshi, S.O. Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis. 2014 Econ. Syst.. 38 553-571

  23. Fama, E.F. Stock returns, real activity, inflation and money. 1981 Amer. Econ. Rev.. 71 545-565

  24. Fama, E.F. ; French, K.R. Common risk factors in the returns on stocks and bonds. 1993 J. Financ. Econ.. 33 3-56

  25. Fama, E.F. ; MacBeth, J.D. Risk, return, and equilibrium: Empirical tests. 1973 J. Polit. Econ.. 81 607-636

  26. Farooq, O. ; AbdelBari, A. Earnings management behaviour of Shariah-compliant firms and non-Shariah-compliant firms: Evidence from the MENA region. 2015 J. Islamic Account. Bus. Res.. 6 19-41
    Paper not yet in RePEc: Add citation now
  27. Ghorbel, A. ; Abdelhedi, M. ; Boujelbene, Y. Assessing the impact of crude oil price and investor sentiment on Islamic indices: Subprime crisis. 2014 J. Afr. Bus.. 15 13-24

  28. Goupillaud, P. ; Grossman, A. ; Morlet, J. Cycle-octave and related transforms in seismic signal analysis. 1984 Geoexploration. 23 85-102
    Paper not yet in RePEc: Add citation now
  29. Granger, C.W. Investigating causal relations by econometric models and cross-spectral methods. 1969 Econometrica. 37 424-438

  30. Grinsted, A. ; Moore, J.C. ; Jevrejeva, S. Application of the cross wavelet transform and wavelet coherence to geophysical time series. 2004 Nonlinear Proces. Geophys.. 11 561-566
    Paper not yet in RePEc: Add citation now
  31. Hammoudeh, S. ; Mensi, W. ; Reboredo, J.C. ; Nguyen, D.K. Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors. 2014 Pac.-Basin Finance J.. 30 189-206

  32. Hassan, K. ; Girard, E. Faith-based ethical investing: The case of Dow Jones Islamic indexes. 2010 Islamic Econom. Stu.. 17 1-31

  33. Hayat, R. ; Hassan, M.K. Does an islamic label indicate good corporate governance?. 2017 J. Corporate Finance. 43 159-174

  34. Ho, C.S.F. ; Rahman, N.A.A. ; Yusuf, N.H.M. ; Zamzamin, Z. Performance of global Islamic versus conventional share indices: International evidence. 2014 Pac.-Basin Finance J.. 28 110-121

  35. Hoepner, A.G. ; Rammal, H.G. ; Rezec, M. Islamic mutual funds’ financial performance and international investment style: Evidence from 20 countries. 2011 Eur. J. Finance. 17 829-850

  36. Hong, H. ; Kacperczyk, M. The price of sin: The effects of social norms on markets. 2009 J. Financ. Econ.. 93 15-36

  37. Hussein, K. Ethical investment: empirical evidence from FTSE Islamic index. 2004 Islamic Econom. Stu.. 12 21-40

  38. Kahneman, D. ; Tversky, A. Prospect theory: an analysis of decision under risk. 1979 Econometrics. 47 263-291

  39. Kamil, N.K. ; Alhabshi, S.O. ; Bacha, O.I. ; Masih, M. Heads we win, tails you lose: Is there equity in Islamic equity funds?. 2014 Pac.-Basin Finance J.. 28 7-28

  40. Kubler, D. On the regulation of social norms. 2001 J. Law Econ. Organ.. 17 449-476
    Paper not yet in RePEc: Add citation now
  41. Kumar, A. ; Lee, C.M.C. Retail sentiment and return co-movements. 2006 J. Finance. 51 2451-2486
    Paper not yet in RePEc: Add citation now
  42. Lee, T.H. ; White, H. ; Granger, C.W. Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests. 1993 J. Econometrics. 56 269-290

  43. Lintner, J. The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets. 1965 Rev. Econ. Stat.. 47 13-37
    Paper not yet in RePEc: Add citation now
  44. Liston, D.P. Sin stock returns and investor sentiment. 2016 Quart. Rev. Econ. Finance. 59 63-70

  45. Majdoub, J. ; Mansour, W. Islamic equity market integration and volatility spill over between emerging and US stock markets. 2014 North Amer. J. Econ. Financ.. 29 452-470

  46. Majid, M. ; Yusof, R.M. Long-run relationship between Islamic stock returns and macroeconomic variables: An application of the autoregressive distributed lag model. 2009 Humanomics. 25 127-141
    Paper not yet in RePEc: Add citation now
  47. Masih, M. ; Kamil, N.K. ; Bacha, O.I. Issues in Islamic equities: A literature survey. 2017 Emerg. Mark. Finance Trade. 1-26
    Paper not yet in RePEc: Add citation now
  48. Merdad, H. ; Hasan, M.K. ; Alhenawi, Y. Islamic versus conventional mutual funds performance in Saudi Arabia: a case study. 2010 Islamic Econo.. 23 157-192

  49. Merdad, H.J. ; Hassan, M.K. ; Hippler, W.J. The Islamic risk factor in expected stock returns: an empirical study in Saudi Arabia. 2015 Pac.-Basin Finance J.. 34 293-314

  50. Miller, E.M. Risk, uncertainty and divergence of opinion. 1977 J. Finance. 32 1151-1168

  51. Naifar, N. Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach. 2016 Quart. Rev. Econ. Finance. 61 29-39

  52. Narayan, P.K. ; Narayan, S. ; Phan, D.H.B. ; Thuraisamy, K.S. ; Tran, V.T. Credit quality implied momentum profits for Islamic stocks. 2017 Pac.-Basin Finance J.. 42 11-23

  53. Omran, M.F. Examining the effects of Islamic beliefs on the valuation of financial institutions in the United Arab Emirates. 2009 Rev. Middle East Econ. Finance. 5 72-79

  54. Péguin-Feissolle, A., Strikholm, B., Teräsvirta, T., 2008. Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form. CREATES Research Paper 2008-19, Aarhus University, Aarhus, Denmark.

  55. Péguin-Feissolle, A., Teräsvirta, T., 1999. A general framework for testing the Granger noncausality hypothesis. Stockholm School of Economics Working Paper Series in Economics and Finance (343), 287–290.

  56. PricewaterhouseCoopers 2009. Shariah-compliant funds: A whole new world of investment, (Available at: https://www.pwc.com/gx/en/financial-services/islamic-finance-programme/assets/shariah-compliant-funds.pdf).
    Paper not yet in RePEc: Add citation now
  57. Rizvi, S.A.R. ; Arshad, S. ; Alam, N. Crises and contagion in Asia Pacific-Islamic v/s conventional markets. 2015 Pacific-Basin Financ. J.. 34 315-326

  58. Sakti, M.R.P. ; Harun, M.Y. Relationship between Islamic stock prices and macroeconomic variables: Evidence from Jakarta stock exchange Islamic index. 2015 Global Rev. Islamic Econ. Business. 1 071-084
    Paper not yet in RePEc: Add citation now
  59. Schmeling, M. Sentiment and stock returns: some international evidence. 2009 J. Empir. Finance. 16 394-408

  60. Shamsuddin, A. Are dow jones Islamic equity indices exposed to interest rate risk?. 2014 Econ. Modell.. 39 273-281

  61. Sharpe, W.F. Capital asset prices: A theory of market equilibrium under conditions of risk. 1964 J. Finance. 19 425-442

  62. Shleifer, A. ; Vishny, R. The limits of arbitrage. 1997 J. Finance. 52 35-55

  63. Smales, A.L. The importance of fear: investor sentiment and stock market returns. 2017 Appl. Econ.. 49 3395-3421

  64. Thorbecke, W. On stock market returns and monetary policy. 1997 J. Finance. 52 635-654

  65. Tiwari, A.K. ; Dar, A.B. ; Bhanja, N. Oil price and exchange rates: a wavelet based analysis for India. 2013 Econ. Modell.. 31 414-422

  66. Torrence, C. ; Compo, G.P. A practical guide to wavelet analysis. 1998 Bull. Am. Meteorol. Soc.. 79 61-78
    Paper not yet in RePEc: Add citation now
  67. Ullah, S. ; Jamali, D. ; Harwood, I.A. Socially responsible investment: insights from Shariah departments in Islamic financial institutions. 2014 Bus. Ethics: A Eur. Rev.. 23 218-233
    Paper not yet in RePEc: Add citation now
  68. Zarrouk, J. The role of Islamic finance in achieving sustainable development. 2015 Dev. Finance Agenda. 1 4-5
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The dynamic nexus of oil price fluctuations and banking sector in China: A continuous wavelet analysis. (2024). Bilgili, Faik ; Kassouri, Yacouba ; Kukaya, Sevda ; Majok, Aweng Peter.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011601.

    Full description at Econpapers || Download paper

  2. Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India. (2024). Mundra, Sruti ; Bicchal, Motilal.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000457.

    Full description at Econpapers || Download paper

  3. The impact of climate change and economic development on fisheries in South Africa: a wavelet-based spectral analysis. (2023). Phiri, Andrew ; Raubenheimer, Cheneal.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02408-0.

    Full description at Econpapers || Download paper

  4. Spillover effect of the RMB and Non-USD currencies after the COVID-19 pandemic: Evidence captured from 30-minute high frequency data. (2023). Liu, Lian ; Yu, Fandi ; Lu, Changrong.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:84:y:2023:i:c:p:527-552.

    Full description at Econpapers || Download paper

  5. The role of solar energy usage in environmental sustainability: Fresh evidence through time-frequency analyses. (2023). Mugaloglu, Erhan ; Bilgili, Faik ; Togu, Nurhan ; Hoque, Mohammad Enamul ; Khan, Kamran ; Mualolu, Erhan ; Kukaya, Sevda.
    In: Renewable Energy.
    RePEc:eee:renene:v:206:y:2023:i:c:p:858-871.

    Full description at Econpapers || Download paper

  6. Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Szczygielski, Jan Jakub ; Charteris, Ailie.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

    Full description at Econpapers || Download paper

  7. Long-Term US Economic Growth and the Carbon Dioxide Emissions Nexus: A Wavelet-Based Approach. (2022). Grima, Simon ; Demireli, Erhan ; Torun, Erdost ; Ayhan, Afife Duygu.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:17:p:10566-:d:896680.

    Full description at Econpapers || Download paper

  8. The Time–Frequency Relationship between Oil Price, Stock Returns and Exchange Rate. (2021). Das, Sudipta.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:17:y:2021:i:2:d:10.1007_s41549-021-00057-3.

    Full description at Econpapers || Download paper

  9. Testing the Resilience of CSR Stocks during the COVID-19 Crisis: A Transcontinental Analysis. (2021). Martin, Pedro Antonio ; del Carmen, Maria.
    In: Mathematics.
    RePEc:gam:jmathe:v:9:y:2021:i:5:p:514-:d:508811.

    Full description at Econpapers || Download paper

  10. A Wavelet Perspective of Crisis Contagion between Advanced Economies and the BRIC Markets. (2021). Gurdgiev, Constantin ; Oriordan, Conor.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:503-:d:660157.

    Full description at Econpapers || Download paper

  11. The relationship among railway networks, energy consumption, and real added value in Italy. Evidence form ARDL and Wavelet analysis. (2021). Magazzino, Cosimo ; Giolli, Lorenzo.
    In: Research in Transportation Economics.
    RePEc:eee:retrec:v:90:y:2021:i:c:s0739885921000986.

    Full description at Econpapers || Download paper

  12. Phase permutation entropy: A complexity measure for nonlinear time series incorporating phase information. (2021). Zhang, Xiaofeng ; Kang, Huan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:568:y:2021:i:c:s0378437120309845.

    Full description at Econpapers || Download paper

  13. Assessment of environmental variability on malaria transmission in a malaria-endemic rural dry zone locality of Sri Lanka: The wavelet approach. (2020). Pathirana, Sisira ; Nishantha, Shyam Sanjeewa ; Mahendran, Rahini ; Weerasinghe, Manuj Chrishantha ; Sashika, Ilangamage Thilini.
    In: PLOS ONE.
    RePEc:plo:pone00:0228540.

    Full description at Econpapers || Download paper

  14. Commodities price cycles and their interdependence with equity markets. (2020). Uddin, Gazi ; ALAGIDEDE, IMHOTEP ; Boako, Gideon ; Sjo, BO.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302243.

    Full description at Econpapers || Download paper

  15. Modeling and forecasting time series of precious metals: a new approach to multifractal data. (2019). Unal, Gazanfer ; Oral, Emrah.
    In: Financial Innovation.
    RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0135-3.

    Full description at Econpapers || Download paper

  16. Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia. (2019). Tao, Ran ; Nicoleta-Claudia, Moldovan ; Khan, Khalid ; Su, Chi-Wei.
    In: Energy.
    RePEc:eee:energy:v:187:y:2019:i:c:s0360544219316974.

    Full description at Econpapers || Download paper

  17. Wavelet power spectrum and cross-coherency of Spanish economic variables. (2018). Gil-Faria, Maria Candelaria ; Gonzalez-Concepcion, Concepcion ; Pestano-Gabino, Celina.
    In: Empirical Economics.
    RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1295-5.

    Full description at Econpapers || Download paper

  18. Analysis of the Relationship between the Business Cycle and Inflation Gap in Time-Frequency Domain. (2018). Bazkhaneh, Saleh Taheri ; Gilak, Mohammad Taqi ; Ehsani, Mohammad Ali ; Farzinvash, Asodollah.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:13:y:2018:i:3:p:401-422.

    Full description at Econpapers || Download paper

  19. Causality deficit-inflation : wavelet transform. (2018). Elmrabet, Maissa ; Ghazi, Boulila.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01941464.

    Full description at Econpapers || Download paper

  20. Stock and bond return relations and stock market uncertainty: Evidence from wavelet analysis. (2018). Chen, Yu-Fen ; Marsh, Terry ; Yang, Sheng-Yung ; Lin, Fu-Lai.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:55:y:2018:i:c:p:285-294.

    Full description at Econpapers || Download paper

  21. Does Shariah index hedge against sentiment risk? Evidence from Indian stock market using time–frequency domain approach. (2018). Dash, Saumya Ranjan ; Maitra, Debasish.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:19:y:2018:i:c:p:20-35.

    Full description at Econpapers || Download paper

  22. Co-movement of precious metals and forecasting using scale by scale wavelet transform. (2017). Unal, Gazanfer ; Oral, Emrah.
    In: International Journal of Financial Engineering (IJFE).
    RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500074.

    Full description at Econpapers || Download paper

  23. Frequency aspects of information transmission in a network of three western equity markets. (2017). Schmidbauer, Harald ; Uluceviz, Erhan ; Rosch, Angi.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:486:y:2017:i:c:p:933-946.

    Full description at Econpapers || Download paper

  24. Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains. (2017). ALAGIDEDE, IMHOTEP ; Boako, Gideon.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:468:y:2017:i:c:p:359-380.

    Full description at Econpapers || Download paper

  25. Sentiment and stock market volatility revisited: A time–frequency domain approach. (2017). Dash, Saumya Ranjan ; Maitra, Debasish.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:15:y:2017:i:c:p:74-91.

    Full description at Econpapers || Download paper

  26. Oil price, exchange rate and consumer price co-movement: A continuous-wavelet analysis. (2016). Habimana, Olivier.
    In: MPRA Paper.
    RePEc:pra:mprapa:71886.

    Full description at Econpapers || Download paper

  27. Examination of the directions of spillover effects between the real estate and stock prices in Poland using wavelet analysis. (2016). Koltuniak, Marcin.
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:47:y:2016:i:3:p:251-266.

    Full description at Econpapers || Download paper

  28. Frequency aspects of information transmission in a network of three Western equity markets. (2016). Schmidbauer, Harald ; Uluceviz, Erhan ; Rosch, Angi.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1616.

    Full description at Econpapers || Download paper

  29. Are American and European equity markets in phase? --- Frequency aspects of return and volatility spillovers. (2016). Erkol, Narod ; Schmidbauer, Harald ; Uluceviz, Erhan ; Rosch, Angi.
    In: EcoMod2016.
    RePEc:ekd:009007:9559.

    Full description at Econpapers || Download paper

  30. Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space. (2016). Chen, Yu-Fen ; Yang, Sheng-Yung ; Lin, Fu-Lai.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:43:y:2016:i:c:p:59-71.

    Full description at Econpapers || Download paper

  31. Business cycle synchronization of the Visegrad Four and the European Union. (2015). Vacha, Lukas ; Hanus, Luboš.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:42.

    Full description at Econpapers || Download paper

  32. IS BITCOIN BUSINESS INCOME OR SPECULATIVE FOOLERY? NEW IDEAS THROUGH AN IMPROVED FREQUENCY DOMAIN ANALYSIS. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal.
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:10:y:2015:i:01:n:s2010495215500025.

    Full description at Econpapers || Download paper

  33. What Does Bitcoin Look Like?. (2015). Selmi, Refk ; bouoiyour, jamal.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2015:v:16:i:2:bouoiyour.

    Full description at Econpapers || Download paper

  34. Is Bitcoin business income or speculative bubble? Unconditional vs. conditional frequency domain analysis. (2014). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal.
    In: MPRA Paper.
    RePEc:pra:mprapa:59595.

    Full description at Econpapers || Download paper

  35. What Bitcoin Looks Like?. (2014). Selmi, Refk ; bouoiyour, jamal.
    In: MPRA Paper.
    RePEc:pra:mprapa:58091.

    Full description at Econpapers || Download paper

  36. Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia. (2014). Masih, Abul ; Kabir, Sarkar Humayun.
    In: MPRA Paper.
    RePEc:pra:mprapa:57007.

    Full description at Econpapers || Download paper

  37. Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study. (2014). Masih, Abul ; Bacha, Obiyathulla ; Masih, Abul Mansur M., ; Jusoh, Hashim.
    In: MPRA Paper.
    RePEc:pra:mprapa:56954.

    Full description at Econpapers || Download paper

  38. Inflation, output gap, and money in Malaysia: evidence from wavelet coherence. (2014). Tiwari, Aviral ; Olayeni, Olaolu ; Sherafatian-Jahromi, Reza ; Oladiran, Olagbaju Ifeolu.
    In: International Journal of Computational Economics and Econometrics.
    RePEc:ids:ijcome:v:4:y:2014:i:3/4:p:320-338.

    Full description at Econpapers || Download paper

  39. FREQUENCY ASPECTS OF INFORMATION TRANSMISSION IN NETWORKS OF EQUITY MARKETS. (2014). Schmidbauer, Harald ; Uluceviz, Erhan ; Roesch, Angi.
    In: EcoMod2014.
    RePEc:ekd:006356:7200.

    Full description at Econpapers || Download paper

  40. THE SYNCHRONIZATION EFFECTS OF STOCK INDICES DYNAMICS IN THE MULTIFRACTAL ANALYSIS USING THE WAVELET TECHNOLOGY. (2014). Olena, Liashenko ; Tetyana, KRAVETS .
    In: Revista Economica.
    RePEc:blg:reveco:v:66:y:2014:i:2:p:41-57.

    Full description at Econpapers || Download paper

  41. Oil Shocks and the Euro as an Optimum Currency Area. (2013). Aguiar-Conraria, Luís ; Rodrigues, Teresa Maria ; Soares, Maria Joana.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:01/2013.

    Full description at Econpapers || Download paper

  42. A wavelet analysis of international risk-sharing. (2013). Trezzi, Riccardo.
    In: Economics Letters.
    RePEc:eee:ecolet:v:118:y:2013:i:2:p:330-333.

    Full description at Econpapers || Download paper

  43. A wavelet-based assessment of market risk: The emerging markets case. (2012). Rua, António ; Nunes, Luis.
    In: Working Papers.
    RePEc:ptu:wpaper:w201203.

    Full description at Econpapers || Download paper

  44. Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach. (2012). GUEGAN, Dominique ; Billio, Monica ; Addo, Peter Martey.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:12023.

    Full description at Econpapers || Download paper

  45. Alternative Methodology for Turning-Point Detection in Business Cycle : A Wavelet Approach. (2012). Billio, Monica ; Addo, Peter Martey ; Guegan, Dominique.
    In: Post-Print.
    RePEc:hal:journl:halshs-00694420.

    Full description at Econpapers || Download paper

  46. Alternative Methodology for Turning-Point Detection in Business Cycle : A Wavelet Approach. (2012). GUEGAN, Dominique ; Billio, Monica ; Addo, Peter Martey.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00694420.

    Full description at Econpapers || Download paper

  47. A wavelet-based assessment of market risk: The emerging markets case. (2012). Rua, António ; Nunes, Luis.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:1:p:84-92.

    Full description at Econpapers || Download paper

  48. Stylized facts of business cycles in a transition economy in time and frequency. (2012). Caraiani, Petre.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2163-2173.

    Full description at Econpapers || Download paper

  49. The yield curve and the macro-economy across time and frequencies. (2012). Martins, Manuel ; Aguiar-Conraria, Luís ; Martins, Manuel M. F., ; Soares, Maria Joana.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:12:p:1950-1970.

    Full description at Econpapers || Download paper

  50. Synchronization of Economic Sentiment Cycles in the Euro Area: a time-frequency analysis. (2011). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana ; Manuel M. F. Martins, .
    In: CEF.UP Working Papers.
    RePEc:por:cetedp:1105.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-17 17:03:41 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.