Aguiar-Conraria, L. ; Martins, M.M. ; Soares, M.J. Estimating the taylor rule in the time-frequency domain. 2018 Journal of Macroeconomics. 57 122-137
Aharon, D.Y. ; Ali, S. ; Naved, M. Too big to fail: The aftermath of silicon valley bank (SVB) collapse and its impact on financial markets. 2023 Research in International Business and Finance. 66 -
- Akaike, H. A new look at the statistical model identification. 1974 IEEE Transactions on Automatic Control. 19 716-723
Paper not yet in RePEc: Add citation now
Akhtaruzzaman, M. ; Boubaker, S. ; Goodell, J.W. Did the collapse of silicon valley bank catalyze financial contagion?. 2023 Finance Research Letters. 56 -
Azmi, W. ; Anwer, Z. ; Azmi, S.N. ; Nobanee, H. How did major global asset classes respond to silicon valley bank failure?. 2023 Finance Research Letters. 56 -
- Baker, S.R. ; Bloom, N. ; Davis, S. ; Renault, T. Twitter-derived measures of economic uncertainty. 2021 Stanford University. Palo Alto, CA:
Paper not yet in RePEc: Add citation now
Bales, S. Policy uncertainty and the sovereign-bank nexus: A time-frequency analysis using wavelet transformation. 2022 Finance Research Letters. 44 -
Bales, S. Sovereign and bank dependence in the eurozone: A multi-scale approach using wavelet-network analysis. 2022 International Review of Financial Analysis. 83 -
Bales, S. ; Burghartz, K. ; Burghof, H.-P. ; Hitz, L. Does the source of uncertainty matter? The impact of financial, newspaper and Twitter-based measures on U.S. banks. 2023 Research in International Business and Finance. 65 -
- Bales, S. ; Burghof, H.-P. Pandemic waves, government response, and bank stock returns: Evidence from 36 countries. 2022 Fulbright Review of Economics and Policy. 2 20-34
Paper not yet in RePEc: Add citation now
- Barrett, J. Silicon valley bank: Why did it collapse and is this the start of a banking crisis?. 2023 :
Paper not yet in RePEc: Add citation now
Bianchi, F. ; Cram, R.G. ; Kung, H. Using social media to identify the effects of congressional viewpoints on asset prices. 2021 National Bureau of Economic Research:
Bianchi, F. ; Gómez-Cram, R. ; Kind, T. ; Kung, H. Threats to central bank independence: High-frequency identification with Twitter. 2023 Journal of Monetary Economics. 135 37-54
Brown, M. ; Trautmann, S.T. ; Vlahu, R. Understanding bank-run contagion. 2017 Management Science. 63 2272-2282
Bruyckere, V.D. ; Gerhardt, M. ; Schepens, G. ; Vennet, R.V. Bank/sovereign risk spillovers in the European debt crisis. 2013 Journal of Banking & Finance. 37 4793-4809
Choi, S.-Y. Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries. 2022 Finance Research Letters. 46 -
Costa, A. ; da Silva, C. ; Matos, P. The Brazilian financial market reaction to COVID-19: A wavelet analysis. 2022 International Review of Economics & Finance. 82 13-29
Diamond, D.W. ; Dybvig, P.H. Bank runs, deposit insurance, and liquidity. 1983 Journal of Political Economy. 91 401-419
Dosumu, O.E. ; Sakariyahu, R. ; Oyekola, O. ; Lawal, R. Panic bank runs, global market contagion and the financial consequences of social media. 2023 Economics Letters. 228 -
- Funashima, Y. Money stock versus monetary base in time–frequency exchange rate determination. 2020 Journal of International Money and Finance. 104 -
Paper not yet in RePEc: Add citation now
Funashima, Y. Time-varying leads and lags across frequencies using a continuous wavelet transform approach. 2017 Economic Modelling. 60 24-28
- Funashima, Y. Time–frequency regression. 2021 Journal of Econometric Methods. 10 21-32
Paper not yet in RePEc: Add citation now
Goldstein, I. ; Pauzner, A. Demand-deposit contracts and the probability of bank runs. 2005 The Journal of Finance. 60 1293-1327
- Grossmann, A. ; Morlet, J. Decomposition of Hardy functions into square integrable wavelets of constant shape. 1984 SIAM Journal on Mathematical Analysis. 15 723-736
Paper not yet in RePEc: Add citation now
Hasan, M.B. ; Mahi, M. ; Hassan, M.K. ; Bhuiyan, A.B. Impact of COVID-19 pandemic on stock markets: Conventional vs. islamic indices using wavelet-based multi-timescales analysis. 2021 The North American Journal of Economics and Finance. 58 -
He, Z. ; Manela, A. Information acquisition in rumor-based bank runs. 2016 The Journal of Finance. 71 1113-1158
Hkiri, B. ; Hammoudeh, S. ; Aloui, C. Strength of co-movement between sector CDS indexes and relationship with major economic and financial variables over time and during investment horizons. 2016 Applied Economics. 48 4635-4654
Iyer, R. ; Puri, M. Understanding bank runs: The importance of depositor-bank relationships and networks. 2012 American Economic Review. 102 1414-1445
Jacklin, C.J. ; Bhattacharya, S. Distinguishing panics and information-based bank runs: Welfare and policy implications. 1988 Journal of Political Economy. 96 568-592
Karamti, C. ; Belhassine, O. COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis. 2022 Finance Research Letters. 45 -
Ko, J.-H. ; Funashima, Y. On the sources of the feldstein–horioka puzzle across time and frequencies. 2019 Oxford Bulletin of Economics and Statistics. 81 889-910
Ko, J.-H. ; Lee, C.-M. International economic policy uncertainty and stock prices: Wavelet approach. 2015 Economics Letters. 134 118-122
MacKinlay, A.C. Event studies in economics and finance. 1997 Journal of Economic Literature. 35 13-39
- Masset, P. Analysis of financial time series using wavelet methods. 2014 En : Handbook of financial econometrics and statistics. Handbook of Financial Econometrics and Statistics. Springer New York, NY:
Paper not yet in RePEc: Add citation now
- Nagel, J. We’re proceeding step by step. 2023 :
Paper not yet in RePEc: Add citation now
Pandey, D.K. ; Hassan, M. ; Kumari, V. ; Hasan, R. Repercussions of the silicon valley bank collapse on global stock markets. 2023 Finance Research Letters. 55 -
- Rua, A. Measuring comovement in the time–frequency space. 2010 Journal of Macroeconomics. 32 685-691
Paper not yet in RePEc: Add citation now
Schmidbauer, H. ; Rösch, A. ; Uluceviz, E. Frequency aspects of information transmission in a network of three western equity markets. 2017 Physica A. Statistical Mechanics and its Applications. 486 933-946
Stolbov, M. ; Karminsky, A. ; Shchepeleva, M. Does economic policy uncertainty lead systemic risk? A comparative analysis of selected European countries. 2018 Comparative Economic Studies. 60 332-360
- Tiwari, A.K. ; Adewuyi, A.O. ; Awodumi, O.B. ; Roubaud, D. Relationship between stock returns and inflation: New evidence from the US using wavelet and causality methods. 2020 International Journal of Finance & Economics. 27 4515-4540
Paper not yet in RePEc: Add citation now
Tiwari, A.K. ; Mutascu, M.I. ; Albulescu, C.T. Continuous wavelet transform and rolling correlation of European stock markets. 2016 International Review of Economics & Finance. 42 237-256
Umar, Z. ; Gubareva, M. ; Yousaf, I. ; Ali, S. A tale of company fundamentals vs sentiment driven pricing: The case of GameStop. 2021 Journal of Behavioral and Experimental Finance. 30 -
- Vo, L.V. ; Le, H.T.T. From hero to zero - the case of silicon valley bank. 2023 SSRN Electronic Journal. -
Paper not yet in RePEc: Add citation now
Wu, K. ; Zhu, J. ; Xu, M. ; Yang, L. Can crude oil drive the co-movement in the international stock market? evidence from partial wavelet coherence analysis. 2020 The North American Journal of Economics and Finance. 53 -
- Wu, T.-P. ; Wu, H.-C. A multiple and partial wavelet analysis of the economic policy uncertainty and tourism nexus in BRIC. 2019 Current Issues in Tourism. 23 906-916
Paper not yet in RePEc: Add citation now
- Yerushalmy, J. The first Twitter-fuelled bank run: How social media compounded SVB’s collapse. 2023 :
Paper not yet in RePEc: Add citation now
Yousaf, I. ; Goodell, J.W. Responses of US equity market sectors to the silicon valley bank implosion. 2023 Finance Research Letters. 55 -