Search Results

Time and frequency domain in the business cycle structure,
Jitka Poměnková and Roman Marsalek, from Mendel University in Brno, Faculty of Business and Economics (2011)
Keywords: spectrum, business cycle, transition economy, frequency domain, time domain

Connecting spatial and frequency domains for the quaternion Fourier transform,
H. De Bie, N. De Schepper, T.A. Ell, K. Rubrecht and S.J. Sangwine, in Applied Mathematics and Computation (2015)
Keywords: Quaternion Fourier transform; Convolution products; Frequency domain; Spatial domain;

Unlocking predictive potential: the frequency-domain approach to equity premium forecasting,
Gonçalo Faria and Fabio Verona, from Bank of Finland (2024)
Keywords: equity premium, predictability, frequency domain

Driving Frequency Selection for Frequency Domain Simulation Experiments,
Sheldon H. Jacobson, Arnold H. Buss and Lee W. Schruben, in Operations Research (1991)
Keywords: simulation: design of experiments, factor screening, frequency domain methods

Characterization of Frequency Domains of Bandlimited Frame Multiresolution Analysis,
Zhihua Zhang, in Mathematics (2021)
Keywords: framelets; bandlimited multiresolution analysis; frequency domain

Eurocurrency interest rate linkages: A frequency domain analysis,
Cetin Ciner, in International Review of Economics & Finance (2011)
Keywords: Eurocurrency rate Frequency domain Causality Financial crisis

Oil and stock returns: Frequency domain evidence,
Cetin Ciner, in Journal of International Financial Markets, Institutions and Money (2013)
Keywords: Oil; Frequency domain tests; Stock returns;

Evidence of interdependence and contagion using a frequency domain framework,
Vincent Bodart and Bertrand Candelon, in Emerging Markets Review (2009)
Keywords: Contagion Financial crisis Causality test Frequency domain

Testing Full Consumption Insurance in the Frequency Domain,
Paulo Santos Monteiro, from University of Warwick, Department of Economics (2008)
Keywords: Consumption insurance ; Idiosyncratic risk ; Frequency domain

Cointegration in Frequency Domain,
Daniel Levy, in EconStor Open Access Articles and Book Chapters (2002)
Keywords: Common Stochastic Trend, Cointegration, Frequency Domain Anlysis, Spectral Analysis, Spectrum, Cross-Spectrum, Zero-Frequency, Short-Run, Long-Run

Cointegration in frequency domain,
Daniel Levy, from HAL (2002)
Keywords: common stochastic trend,cointegration: frequency domain anlysis,cross-spectrum,zero-frequency,Spectrum,Coherence,Phase,Gain,Long Run

Structural VAR models in the Frequency Domain,
Alain Guay and Florian Pelgrin, in Journal of Econometrics (2023)
Keywords: SVARs; Frequency domain; Asymptotic least squares; Continuum of identifying restrictions;

Common cycles: A frequency domain approach,
Jörg Breitung and Bertrand Candelon, from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2000)
Keywords: common feature analysis, frequency domain, European Common Features

Statistical inference for quantiles in the frequency domain,
Yan Liu, in Statistical Inference for Stochastic Processes (2017)
Keywords: Frequency domain, Stationary process, Quantile test, Periodogram, Asymptotic distribution

Forecast combination in the frequency domain,
Gonçalo Faria and Fabio Verona, from Bank of Finland (2023)
Keywords: forecast combination, frequency domain, equity premium, GDP growth, Haar filter, wavelets

Filter Design in the Frequency Domain,
Rainer Metz and Winfried Stier, from Palgrave Macmillan (1992)
Keywords: Frequency Domain, Discrete Fourier Transform, Transition Band, Filter Design, Filter Output

Cointegration in Frequency Domain,
Daniel Levy, from University Library of Munich, Germany (2004)
Keywords: Common Stochastic Trend, Cointegration, Integration, Frequency Domain Anlysis, Cross-Spectrum, Zero-Frequency, Coherence, Squared Coherence, Phase, Gain, Cross-Spectral Properties, Bivariate Cointegrated System, Long Run Comovement

Volatility Spillover from the United States and Japanese Stock Markets to the Vietnamese Stock Market: A Frequency Domain Approach,
Le Dinh Nghi and Nguyen Minh Kieu, in Panoeconomicus (2021)
Keywords: Causality, Frequency domain, Spillover, Volatility

Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions,
Peijie Wang, in Statistics & Probability Letters (2005)
Keywords: Frequency domain Spectrum Fourier transform

Does CPI Granger-cause WPI? New extensions from frequency domain approach in Pakistan,
Muhammad Shahbaz, Aviral Tiwari and Mohammad Iqbal Tahir, in Economic Modelling (2012)
Keywords: WPI; CPI; Frequency domain approach;

Does CPI Granger-Cause WPI? New Extensions from Frequency Domain Approach in Pakistan,
Muhammad Shahbaz, A.T.K. Kumar and Iqbal Tahir Mohammad, from University Library of Munich, Germany (2012)
Keywords: WPI, CPI, Frequency Domain Approach

Alternatives in the generation of time domain models of fluid lines using frequency domain techniques,
Wayne J. Book and Cody Watson, in Mathematics and Computers in Simulation (MATCOM) (2000)
Keywords: Time domain combination; Frequency domain combination; Fluid lines;

Time domain and frequency domain Granger causality networks: Application to China’s financial institutions,
Gang-Jin Wang, Hui-Bin Si, Yang-Yang Chen, Chi Xie and Julien Chevallier, in Finance Research Letters (2021)
Keywords: Causality network; Interconnectedness; Frequency domain; Time domain; Financial institutions; China;

Government expenditures and trade deficits in Turkey: Time domain and frequency domain analyses,
Selim Kayhan, Tayfur Bayat and Bahadir Yüzbaşı, in Economic Modelling (2013)
Keywords: Trade deficit; Government expenditure; Frequency domain analysis; Turkish economy;

GOVERNANCE AND ECONOMIC GROWTH NEXUS IN CHINA AND TAIWAN: A FREQUENCY DOMAIN APPROACH,
Chiung-Ju Hunag, in HOLISTICA Journal of Business and Public Administration (2014)
Keywords: economic growth, frequency domain, governance, Granger causality

Causality between Regional Stock Markets: A Frequency Domain Approach,
Nikola Gradojevic and Eldin Dobardžić, in Panoeconomicus (2013)
Keywords: Stock market indices, Causality, Frequency domain

Frequency domain principal components estimation of fractionally cointegrated processes,
Claudio Morana, from European Central Bank (2004)
Keywords: fractional cointegration, frequency domain, long memory

An examination of the REIT return–implied volatility relation: a frequency domain approach,
Emmanuel Anoruo and Vasudeva N. R. Murthy, in Journal of Economics and Finance (2017)
Keywords: REITS, Implied volatility, Frequency domain causality, VIX

Oil prices and trade balance: A frequency domain analysis for India,
Aviral Tiwari, Mohamed Arouri and Frédéric Teulon, in Economics Bulletin (2014)
Keywords: Oil prices, trade balance, frequency domain, India

Spillover of sentiment in the European Union: Evidence from time- and frequency-domains,
Vasilios Plakandaras, Aviral Tiwari, Rangan Gupta and Qiang Ji, in International Review of Economics & Finance (2020)
Keywords: Sentiment; Spillover; Time- and frequency-domains; European Union;

Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains,
Vasilios Plakandaras, Aviral Tiwari, Rangan Gupta and Qiang Ji, from University of Pretoria, Department of Economics (2019)
Keywords: Sentiment, Spillover, Time- and Frequency-Domains, European Union

SVARs in the Frequency Domain using a Continuum of Restrictions,
Alain Guay and Florian Pelgrin, from Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management (2021)
Keywords: SVARs, Frequency domain, Asymptotic least squares, Continuum of identifying restrictions.

Credit and business cycles: Causal effects in the frequency domain,
Jose Gomez-Gonzalez, Mauricio Villamizar-Villegas, Hector Zarate-Solano, Juan Amador Torres and Celina Gaitan-Maldonado, in Revista ESPE - Ensayos sobre Política Económica (2015)
Keywords: Frequency domain, Granger causality, Credit and output cycle interdependence

Credit and business cycles: Causal effects in the frequency domain,
Jose Gomez-Gonzalez, Mauricio Villamizar-Villegas, Hector Zarate-Solano, Juan Amador Torres and Celina Gaitan-Maldonado, in Revista ESPE - Ensayos Sobre Política Económica (2015)
Keywords: Frequency domain; Granger causality; Credit and output cycle interdependence

The Dynamic Relationships between Oil Prices and the Japanese Economy: A Frequency Domain Analysis,
Wei Yanfeng, in Review of Economics & Finance (2013)
Keywords: Oil price, Frequency dependent regression, Frequency domain causality

Current Issues in Frequency Domain Experimentation,
Robert G. Sargent and Tapas K. Som, in Management Science (1992)
Keywords: discrete event simulation, metamodels, frequency domain experiments, response surface, factor screening, output analysis, spectral analysis, linear systems, M/M/1 queue

COVID-19 Pandemic and Bitcoin Returns - Evidence From Time and Frequency Domain Causality Analysis,
Pradipta Kumar Sahoo and Badri Rath, in Asian Economics Letters (2024)
Keywords: COVID-19, Bitcoin, Time domain causality, Frequency domain causality

Connectedness Between Natural Gas Price and BRICS Exchange Rates: Evidence from Time and Frequency Domains,
Yijin He, Tadahiro Nakajima and Shigeyuki Hamori, in Energies (2019)
Keywords: BRICS; exchange rates; connectedness; time domain; frequency domain

The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains,
Xiao-Lin Li, Tsangyao Chang, Stephen Miller, Mehmet Balcilar and Rangan Gupta, in International Review of Economics & Finance (2015)
Keywords: Stock market; Housing market; Wavelet analysis; Frequency domain; Time domain;

Comparison of Fatigue Analysis Results in the Frequency Domain using PSD data and speciβic load,
Joon Jang, Jae Myung Cho, Won Woong Lee and Woo Chun Choi, in Journal of ICT, Design, Engineering and Technological Science (2019)
Keywords: Frequency Domain, Fatigue Analysis, PSD, POD Structure

Causal nexus between energy consumption and economic growth for high, middle and low income countries using frequency domain analysis,
Mumtaz Ahmed and Muhammad Azam, in Renewable and Sustainable Energy Reviews (2016)
Keywords: Energy consumption; Economic growth; Frequency domain approach;

Information transmission across currency futures markets: Evidence from frequency domain tests,
Cetin Ciner, in International Review of Financial Analysis (2011)
Keywords: Currency futures Volatility spillover Frequency domain

Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions,
Zisheng Ouyang, Xuewei Zhou, Gang-Jin Wang, Shuwen Liu and Min Lu, in International Review of Economics & Finance (2024)
Keywords: Frequency domain; Multilayer networks; Volatility connectedness;

Multilayer networks in the frequency domain: Measuring extreme risk connectedness of Chinese financial institutions,
Zisheng Ouyang and Xuewei Zhou, in Research in International Business and Finance (2023)
Keywords: Systemic risk; Frequency domain; Multilayer networks;

Evidence of information transmission across currency futures markets using frequency domain tests,
Satish Kumar, in The North American Journal of Economics and Finance (2016)
Keywords: Currency futures; Information transmission; Spillover; Frequency domain;

Does the Price of Oil Help Predict Inflation in South Africa? Historical Evidence Using a Frequency Domain Approach,
Rangan Gupta and Patrick Kanda, from University of Pretoria, Department of Economics (2014)
Keywords: Oil prices, in flation, causality, frequency-domain

THE IMPACT OF MONETARY POLICY ON OUTPUT AND INFLATION IN INDIA: A FREQUENCY DOMAIN ANALYSIS,
Bhavesh Salunkhe and Anuradha Patnaik, in Economic Annals (2017)
Keywords: Granger Causality, Frequency Domain, Monetary Policy, Output Gap.

The Relationship between Energy Consumption and Output: A Frequency Domain Approach,
Wen-Chi Liu, in Journal for Economic Forecasting (2013)
Keywords: energy consumption, output, Granger causality, frequency-domain, African countries

Frequency Domain Causality Analysis of Interactions between Financial Markets of Turkey,
Mustafa Ozer and Melik Kamışlı, in International Business Research (2016)
Keywords: frequency domain causality, traditional Granger causality, volatility spillovers

Revisiting the finance-growth nexus in Nigeria using frequency domain approach,
Brou Aka, in Theoretical and Applied Economics (2023)
Keywords: Financial development, Economic growth, Frequency domain causality test, Nigeria.

An American Macroeconomic Picture. Supply and Demand Shocks in the Frequency Domain,
Mario Forni, Luca Gambetti, Antonio Granese, Luca Sala and Stefano Soccorsi, from C.E.P.R. Discussion Papers (2023)
Keywords: Business cycle; Frequency domain; Structural dynamic factor models

A subsampling perspective for extending the validity of state-of-the-art bootstraps in the frequency domain,
Haihan Yu, Mark S Kaiser and Daniel J Nordman, in Biometrika (2023)
Keywords: Frequency domain bootstrap, Periodogram, Resampling, Spectral mean statistic

Estimating C-CAPM and the Equity Premium over the Frequency Domain,
Ekaterini Panopoulou and Sarantis Kalyvitis, from Athens University of Economics and Business (2012)
Keywords: C-CAPM, consumption risk, frequency domain, equity premium

The Interdependence between Commodity-Price and GDP Cycles: A Frequency Domain Approach,
Jair Ojeda-Joya, Oscar Jaulin-Mendez and Juan C. Bustos-Peláez, from Banco de la Republica (2015)
Keywords: medium-term cycles, commodity prices, frequency domain, super cycles

The Interdependence between Commodity-Price and GDP Cycles: A Frequency-Domain Approach,
Jair Ojeda-Joya, Oscar Jaulin-Mendez and Juan Bustos-Pelaez, from University Library of Munich, Germany (2018)
Keywords: medium-term cycles, commodity prices, frequency domain, super cycles

The Interdependence Between Commodity-Price and GDP Cycles: A Frequency-Domain Approach,
Jair Ojeda-Joya, Oscar Jaulin-Mendez and Juan C. Bustos-Peláez, in Atlantic Economic Journal (2019)
Keywords: Medium-term cycles, Commodity prices, Frequency domain, Super cycles

Exploring the time and frequency domain connectedness of oil prices and metal prices,
Zaghum Umar, Samia Nasreen, Sakiru Solarin and Aviral Tiwari, in Resources Policy (2019)
Keywords: Time and frequency domain connectedness; Network analysis; Oil prices; Metal prices;

Frequency domain causality analysis of stock market and economic activity in India,
Aviral Tiwari, Mihai Mutascu, Claudiu Albulescu and Phouphet Kyophilavong, in International Review of Economics & Finance (2015)
Keywords: Stock market; Economic activity; Frequency domain Granger-causality;

The Interdependence between Commodity-Price and GDP Cycles: A Frequency Domain Approach,
Jair Ojeda-Joya, Oscar Jaulin-Mendez and Juan C. Bustos-Peláez, from Banco de la Republica de Colombia (2015)
Keywords: medium-term cycles, commodity prices, frequency domain, super cycles.

Frequency Domain Filtered Residual Network for Deepfake Detection,
Bo Wang, Xiaohan Wu, Yeling Tang, Yanyan Ma, Zihao Shan and Fei Wei, in Mathematics (2023)
Keywords: deepfake detection; neural networks; wavelet transform; frequency domain features; feature fusion

Frequency domain methods applied to forecasting electricity markets,
Juan R. Trapero and Diego J. Pedregal, in Energy Economics (2009)
Keywords: Electricity markets Frequency domain Forecasting Unobserved Components models State Space systems

Testing for seasonal unit roots by frequency domain regression,
Marcus Chambers, Joanne S. Ercolani and Robert Taylor, in Journal of Econometrics (2014)
Keywords: Seasonal unit root tests; Moving average; Frequency domain regression; Spectral density estimator; Brownian motion;

Testing for seasonal unit roots by frequency domain regression,
Marcus Chambers, Joanne S. Ercolani and Robert Taylor, from University of Nottingham, Granger Centre for Time Series Econometrics (2010)
Keywords: Seasonal unit root tests; moving average; frequency domain regression; spectral density estimator; Brownian motion

An enhanced frequency-domain contention scheme for IEEE 802.11 WLANs,
Haithem Al-Mefleh and Osameh Al-Kofahi, in Telecommunication Systems: Modelling, Analysis, Design and Management (2020)
Keywords: Wireless networks, Medium-access control (MAC) protocols, IEEE 802.11, Frequency-domain contention, Hidden terminal problem

Economic and financial modeling techniques in the frequency domain,
Bart Taub, in Economic Theory Bulletin (2019)
Keywords: Continuous time stochastic control, Frequency domain, Fourier transform methods, Spectral factorization

Real Wages and the Cycle: The View from the Frequency Domain,
Robert Hart, Jim Malley and Ulrich Woitek, from Institute of Labor Economics (IZA) (2001)
Keywords: real wage cycles, Frequency domain, univariate case, multivariate case, phase shift

Credit and Business Cycles: An Empirical Analysis in the Frequency Domain,
Juan Amador Torres, Celina Gaitán-Maldonado, Jose Gomez-Gonzalez and Mauricio Villamizar-Villegas, from Banco de la Republica (2014)
Keywords: Frequency domain, Granger causality, hierarchical clustering, credit and out-put cycle interdependence.

Monetary policy uncertainty spillovers in time and frequency domains,
Rangan Gupta, Chi Keung Lau, Jacobus A. Nel and Xin Sheng, in Journal of Economic Structures (2020)
Keywords: Connectedness, Frequency domain spillover, Monetary policy uncertainty, Pairwise spillovers, Uncertainty spillover

Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains,
Rangan Gupta, Chi Keung Lau, Jacobus Nel and Xin Sheng, from University of Pretoria, Department of Economics (2020)
Keywords: Connectedness, Frequency domain spillover, Monetary policy uncertainty, Pairwise spillovers, Uncertainty spillover

Frequency Domain Probe Design for High Frequency Sensing of Soil Moisture,
Mathew G. Pelletier, Robert C. Schwartz, Greg A. Holt, John D. Wanjura and Timothy R. Green, in Agriculture (2016)
Keywords: TDR; soil moisture sensing; soil moisture; frequency domain sensing; permittivity; dielectric constant

ynamic time-domain and frequency-domain spillovers and portfolio strategies between climate change attention and energy-relevant markets,
Zhifeng Dai, Juan Hu, Xinheng Liu and Mi Yang, in Energy Economics (2024)
Keywords: Climate change attention; TVP-VAR connectedness; Time-domain and frequency-domain; Investment strategies; Hedging effectiveness;

Is Bitcoin business income or speculative bubble? Unconditional vs. conditional frequency domain analysis,
Jamal Bouoiyour, Refk Selmi and Aviral Tiwari, from University Library of Munich, Germany (2014)
Keywords: Bitcoin price; transactions; investors’ attractiveness; unconditional frequency domain; conditional frequency domain.

Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality,
Ştefan Gherghina and Liliana Nicoleta Simionescu, in Financial Innovation (2023)
Keywords: COVID-19, Bitcoin, NARDL, EGARCH, Frequency domain causality

Characterizing patterns and variability of building electric load profiles in time and frequency domains,
Han Li, Zhe Wang, Tianzhen Hong, Andrew Parker and Monica Neukomm, in Applied Energy (2021)
Keywords: Building electrical load profile; Smart meter; Time-domain analysis; Frequency-domain analysis; Building energy modeling; Load variability;

FREQUENCY DOMAIN APPROACH TO CAUSALITY AMONG FISCAL DEFICIT, INTEREST RATES AND INFLATION IN NIGERIA,
Olusola Joel Oyeleke*, in Ilorin Journal of Economic Policy (2021)
Keywords: Causality; Fiscal deficit; Frequency domain; Inflation; Interest rates.

Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives,
Jinxin Cui, Mark Goh, Binlin Li and Huiwen Zou, in Energy (2021)
Keywords: Oil and stock markets; Time-frequency domains; Dependence structure; Risk connectedness;

A frequency domain transfer function methodology for thermal characterization and design for energy flexibility of zones with radiant systems,
Ali Saberi Derakhtenjani and Andreas K. Athienitis, in Renewable Energy (2021)
Keywords: Frequency domain model; Energy flexibility; Radiant floor heating; Thermal mass;

Economic risk contagion among major economies: New evidence from EPU spillover analysis in time and frequency domains,
Lan Bai, Xuhui Zhang, Yuntong Liu and Qian Wang, in Physica A: Statistical Mechanics and its Applications (2019)
Keywords: Risk contagion; Economic policy uncertainty; Spillover analysis; Frequency domain;

Dynamic return connectedness across global commodity futures markets: Evidence from time and frequency domains,
Yilin Wang, Zeming Zhang, Xiafei Li, Xiaodan Chen and Yu Wei, in Physica A: Statistical Mechanics and its Applications (2020)
Keywords: Econophysics; Commodity futures; Return connectedness; Financial crisis; Time-frequency domain;

Threshold cointegration, nonlinearity, and frequency domain causality relationship between stock price and Turkish Lira,
Kassouri Yacouba and Halil Altıntaş, in Research in International Business and Finance (2020)
Keywords: Exchange rate; Stock prices; Asymmetry; Threshold; Cointegration; Frequency domain causality;

Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices,
Elie Bouri, David Roubaud, Rania Jammazi and Ata Assaf, in Finance Research Letters (2017)
Keywords: Implied volatility; Gold; Chinese equities; Indian equities; Frequency domain causality;

Energy consumption and economic growth for selected OECD countries: Further evidence from the Granger causality test in the frequency domain,
Seref Bozoklu and Veli Yilanci, in Energy Policy (2013)
Keywords: Energy consumption; Economic growth; Frequency-domain Granger causality;

Oil Prices and Exchange Rates in Brazil, India and Turkey: Time and Frequency Domain Causality Analysis,
Ugur Adiguzel, Tayfur Bayat, Selim Kayhan and Saban Nazlioglu, in Research Journal of Politics, Economics and Management (2013)
Keywords: Oil Prices, Exchange Rates, Frequency Domain Causality Analysis

Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices,
Elie Bouri, David Roubaud, Rania Jammazi and Ata Assaf, from HAL (2017)
Keywords: Chinese equities,Frequency domain causality,Gold,Implied volatility,Indian equities

Frequency domain principal components estimation of fractionally cointegrated processes: Some new results and an application to stock market volatility,
Claudio Morana, in Physica A: Statistical Mechanics and its Applications (2005)
Keywords: Fractional cointegration; Long memory; Frequency domain analysis; Stock market volatility;

Exchange rates and foreign exchange reserves in Turkey: nonlinear and frequency domain causality approach,
Tayfur Bayat, Mehmet Senturk and Selim Kayhan, in Theoretical and Applied Economics (2014)
Keywords: Exchange Rate, Foreign Exchange Reserves, Nonlinear Causality, Frequency Domain Causality.

Spillovers of Stock Markets among the BRICS: New Evidence in Time and Frequency Domains before the Outbreak of COVID-19 Pandemic,
Kai Shi, in JRFM (2021)
Keywords: return spillovers; volatility spillovers; stock market linkage; the BRICS; frequency domain

Cross-border workers and financial instability: a frequency domain causality analysis applied to the Luxembourg financial centre,
Vincent Fromentin and Yamina Tadjeddine, from HAL (2019)
Keywords: Frequency domain,Granger causality,Cross-border workers,Financial shocks

Stock Market Interactions between the BRICS and the United States: Evidence from Asymmetric Granger Causality Tests in the Frequency Domain,
Tsangyao Chang, Omid Ranjbar and Charl Jooste, in Iranian Economic Review (IER) (2017)
Keywords: Granger-Causality, Asymmetry, Frequency Domain, Stock Market, BRICS Countries.

Time and Frequency Domain Analysis of Volatility Spillovers across Financial Asset Classes in Malaysia,
Muhammad Asim, Waseem Sajjad, Suresh Kumar and Hyder Ali, in Bulletin of Business and Economics (BBE) (2024)
Keywords: Malaysian Financial Assets, Volatiltiy spillover, Connectedness, Time and frequency Domain