[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
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

Cited: 22

Citations received by this document

Cites: 28

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. Market efficiency of the cryptocurrencies: Some new evidence based on price–volume relationship. (2024). Sethi, Dinabandhu ; Sahoo, Pradipta Kumar.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1569-1580.

    Full description at Econpapers || Download paper

  2. The Impact of Unsystematic Factors on Bitcoin Value. (2021). Roka, Vlasta ; Merka, Zvonko.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:546-:d:676776.

    Full description at Econpapers || Download paper

  3. Structural vector error correction modelling of Bitcoin price. (2021). le Fur, Eric ; Lefur, Eric ; HAFFAR, Adlane .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:80:y:2021:i:c:p:170-178.

    Full description at Econpapers || Download paper

  4. Analysis of Bitcoin prices using market and sentiment variables. (2021). Olmo, Jose ; Kapar, Burcu.
    In: The World Economy.
    RePEc:bla:worlde:v:44:y:2021:i:1:p:45-63.

    Full description at Econpapers || Download paper

  5. A systematic review of the bubble dynamics of cryptocurrency prices. (2020). Corbet, Shaen ; Kyriazis, Nikolaos ; Papadamou, Stephanos.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310037.

    Full description at Econpapers || Download paper

  6. Does Bitcoin bubble burst?. (2019). Lobon, Oana-Ramona ; Su, Chi-Wei ; Tao, Ran ; Li, Zheng-Zheng.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:53:y:2019:i:1:d:10.1007_s11135-018-0728-3.

    Full description at Econpapers || Download paper

  7. Next-Day Bitcoin Price Forecast. (2019). Alon, Ilan ; Shakil, Mohammad Hassan ; Munim, Ziaul Haque.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:103-:d:241532.

    Full description at Econpapers || Download paper

  8. Is the Bitcoin price dynamics economically reasonable? Evidence from fundamental laws. (2019). Krištoufek, Ladislav ; Kristoufek, Ladislav.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119304856.

    Full description at Econpapers || Download paper

  9. Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market. (2019). Tiwari, Aviral Kumar ; Boako, Gideon ; Roubaud, David.
    In: International Economics.
    RePEc:eee:inteco:v:158:y:2019:i:c:p:77-90.

    Full description at Econpapers || Download paper

  10. How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?. (2018). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Olubusoye, Olusanya E.
    In: MPRA Paper.
    RePEc:pra:mprapa:91253.

    Full description at Econpapers || Download paper

  11. Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets. (2017). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel ; D'Artis, Kancs .
    In: Working Papers.
    RePEc:jrs:wpaper:201705.

    Full description at Econpapers || Download paper

  12. Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets. (2017). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel.
    In: EERI Research Paper Series.
    RePEc:eei:rpaper:eeri_rp_2017_02.

    Full description at Econpapers || Download paper

  13. Value-at-Risk and Expected Shortfall for the major digital currencies. (2017). Stavroyiannis, Stavros.
    In: Papers.
    RePEc:arx:papers:1708.09343.

    Full description at Econpapers || Download paper

  14. Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets. (2017). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel.
    In: Papers.
    RePEc:arx:papers:1706.07216.

    Full description at Econpapers || Download paper

  15. Bitcoin as digital money: Its growth and future sustainability. (2017). Sahoo, Pradipta Kumar.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:53-64.

    Full description at Econpapers || Download paper

  16. The economics of BitCoin price formation. (2016). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel.
    In: Applied Economics.
    RePEc:taf:applec:v:48:y:2016:i:19:p:1799-1815.

    Full description at Econpapers || Download paper

  17. What drives Bitcoin price?. (2016). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal ; Olayeni, Olaolu Richard.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-16-00311.

    Full description at Econpapers || Download paper

  18. What Determines Bitcoin’s Value?. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal ; Olayeni, Olaolu Richard.
    In: Working Papers.
    RePEc:tac:wpaper:2014-2015_13.

    Full description at Econpapers || Download paper

  19. Price discovery on Bitcoin exchanges. (2015). Molnár, Peter ; Andreas Valstad, Ole Christian, ; Molnar, Peter ; Brandvold, Morten ; Vagstad, Kristian .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:36:y:2015:i:c:p:18-35.

    Full description at Econpapers || Download paper

  20. What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon. (2014). Selmi, Refk.
    In: MPRA Paper.
    RePEc:pra:mprapa:58133.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  22. What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon. (2014). Selmi, Refk ; bouoiyour, jamal.
    In: MPRA Paper.
    RePEc:pra:mprapa:57907.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Aguiar-Conraria, L. & Soares, M-J. (2011) The continuous wavelet transform: A primer. NIPE working paper n°16, University of Minho.

  2. Askitas, N., Zimmermann, K. & Klaus F. (2009) Google econometrics and unemployment forecasting.” Applied Economics Quarterly 55, 107–120.

  3. Barber, S., Boyen, X., Shi, E. & Uzun, E. (2012) Bitter to Better-How to Make Bitcoin a Better Currency. In A.D. Keromytis (ed.), Financial Cryptography and Data Security. Vol. 7397 of Lecture Notes in Computer Science, 399-414, Berlin/Heidelberg: Springer.
    Paper not yet in RePEc: Add citation now

  4. Bodart, V. & Candelon, B., (2009) Evidence of interdependence and contagion using a frequency domain framework. Emerging Markets Review, 10 (2), 140-150.

  5. Bornholdt, S. and Sneppen, K. (2014) Do Bitcoins make the world go around? On the dynamics of competing crypto-currencies. https://www.researchgate.net/publication/261100860_Do_Bitcoins_make_the_world_go_round_On_the_dynamics_of_competing_crypto-currencies.

  6. Bouoiyour, J. & Selmi, R. (2014) What Bitcoin looks like? Gaining insight into Bitcoin Phenomenon, working paper CATT, University of Pau.

  7. Bouoiyour, J., Selmi, R., Tiwari, A-K. & Olayeni, O-R., (2014) Measuring Bitcoin Price: Multiscale Analysis via Empirical Mode Decomposition, working paper CATT, University of Pau.
    Paper not yet in RePEc: Add citation now

  8. Breitung, J., & Candelon, B. (2006) Testing for short and long-run causality: a frequency domain approach. Journal of Econometrics 132, 363-378.

  9. Buchholz, M., Delaney, J., Warren, J. & Parker, J. (2012) Bits and Bets, Information, Price Volatility, and Demand for Bitcoin. http://www.bitcointrading.com/pdf/bitsandbets.pdf
    Paper not yet in RePEc: Add citation now

  10. Ciaian, P., Rajcaniova, M. & Kancs, D. (2014) The Economics of BitCoin Price Formation. http://arxiv.org/ftp/arxiv/papers/1405/1405.4498.pdf

  11. Geweke, J. (1982) Measurement of linear dependence and feedback between multiple time series. Journal of American Statistical Association, 77, 304-324.
    Paper not yet in RePEc: Add citation now

  12. Geweke, J. (1984) Inference and causality in economic time series models. Handbook of Econometrics, in: Griliches, Z. andIntriligator, M.D. (ed.), Handbook of Econometrics, edition 1, 2, chapter 19, 1101-1144.

  13. Glaster, F., Kai, Z., Haferkorn, M., Weber, M. & Sieiring, M. (2014) Bitcoin - asset or currency? Revealing users’hidden intentions. Twenty Second European Conference on Information Systems. http://ecis2014.eu/E-poster/files/0917-file1.pdf
    Paper not yet in RePEc: Add citation now

  14. Granger, C.W.J. (1969) Investigation causal relations by econometric models and cross-spectral methods. Econometrica, 37, 424-438.

  15. Grinberg, R. (2011) BitCoin: An Innovative Alternative Digital Currency. Hastings Science & Technology Law Journal, 4, 159-208.
    Paper not yet in RePEc: Add citation now
  16. Kristoufek, L. (2013), BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era. Scientific Reports, 3 (3415), 1-7.
    Paper not yet in RePEc: Add citation now

  17. Kristoufek, L. (2014) What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis. .http://arxiv.org/pdf/1406.0268.pdf

  18. Kroll, J., Davey, I. & Felten, E. (2013) The Economics of Bitcoin Mining, or Bitcoin in the Presence of Adversaries. http://weis2013.econinfosec.org/papers/KrollDaveyFeltenWEIS2013.pdf
    Paper not yet in RePEc: Add citation now
  19. Kulkarni, R., Haynes, K., Stough, R. & Paelinck, J.H.P., (2009) Forecasting housing prices with Google econometrics. Unpublished working paper.
    Paper not yet in RePEc: Add citation now

  20. Lemmens, A., Croux, C. & Dekimpe, M.G. (2008) Measuring and Testing Granger causality over the spectrum: An Application to European Production Expectation Surveys. International Journal of Forecasting, 24, 414-431.

  21. Moore, T. & Chitristin, N. (2013) Beware the Middleman: Empirical Analysis of Bitcoin-Exchange Risk. Financial Cryptography and Data Security, 7859, 25-33.
    Paper not yet in RePEc: Add citation now
  22. Ng, E.K. & Chan, J.C. (2012) Geophysical Applications of Partial Wavelet Coherence and Multiple Wavelet Coherence. American Meteological Society, December.
    Paper not yet in RePEc: Add citation now
  23. Palombizio E. and Morris, I. (2012) Forecasting Exchange Rates using Leading Economic Indicators. Open Access Scientific Reports,1 (8), 1-6.
    Paper not yet in RePEc: Add citation now

  24. Piskorec, P., Antulov-Fantulin, N., Novak, P.K., Mozetic, I., Grcar, M., Vodenska, I. & Å muc, T. (2014) News Cohesiveness: an Indicator of Systemic Risk in Financial Markets. http://arxiv.org/pdf/1402.3483v1.pdf

  25. Tiwari, A.K., Arouri, M. & Teulon, F. (2014) Oil prices and trade balance: A frequency domain analysis for India. Economics Bulletin, 34(2), 663-680.

  26. Vlastakis, Nikolaos, Markellos & Raphael N., (2010) Information demand and stock market volatility. Journal of Banking and Finance, 36 (6), 1808-1821.

  27. Vosen, S. & Schmidt, T. (2011) Forecasting private consumption: survey-based indicators vs. Google Trends. Journal of Forecasting 30, 565–578.

  28. Yermack, D. (2011) Is Bitcoin a Real Currency? An economic appraisal. NBER Working Paper No. 19747. http://www.nber.org/papers/w19747.
    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 ; Kukaya, Sevda ; Kassouri, Yacouba ; 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). Bicchal, Motilal ; Mundra, Sruti.
    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). Yu, Fandi ; Liu, Lian ; 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). 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 ; Charteris, Ailie ; Szczygielski, Jan Jakub.
    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 ; Ayhan, Afife Duygu ; Torun, Erdost.
    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. 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

  10. 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

  11. Phase permutation entropy: A complexity measure for nonlinear time series incorporating phase information. (2021). Zhang, Guangbin ; 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

  12. .

    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 ; Mahendran, Rahini ; Weerasinghe, Manuj Chrishantha ; Nishantha, Shyam Sanjeewa ; 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). Alagidede, Imhotep Paul ; Boako, Gideon ; Uddin, Gazi Salah ; 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). Nicoleta-Claudia, MOLDOVAN ; Tao, Ran ; 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). Gilak, Mohammad Taqi ; Ehsani, Mohammadali ; Bazkhaneh, Saleh Taheri ; 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). Ghazi, Boulila ; Elmrabet, Maissa.
    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). Lin, Fu-Lai ; Chen, Yu-Fen ; Marsh, Terry ; Yang, Sheng-Yung.
    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). Maitra, Debasish ; Dash, Saumya Ranjan.
    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). Oral, Emrah ; Unal, Gazanfer.
    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, PAUL ; 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). Uluceviz, Erhan ; Rosch, Angi ; Schmidbauer, Harald.
    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 ; Uluceviz, Erhan ; Rosch, Angi ; Schmidbauer, Harald.
    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). Lin, Fu-Lai ; Yang, Sheng-Yung ; Chen, Yu-Fen .
    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, Lubos.
    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 ; Jusoh, Hashim ; Masih, Abul Mansur M., .
    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 ; Oladiran, Olagbaju Ifeolu ; Sherafatian-Jahromi, Reza ; Olayeni, Olaolu Richard.
    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). Roesch, Angi ; Schmidbauer, Harald ; Uluceviz, Erhan.
    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). Tetyana, Kravets ; Olena, LIASHENKO .
    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). 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). Guegan, Dominique ; Addo, Peter Martey ; Billio, Monica.
    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: 2024-12-28 15:54:48 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.