Time–frequency causality between stock prices and exchange rates: Further evidences from cointegration and wavelet analysis
The current study investigates the relationship between stock prices and exchange rate by using wavelets approach and more focused the continuous, power spectrum, cross and coherence wavelet. The result of Bayer and Hanck (2013) and Gregory and Hansen (1996) confirm the presence of long-run associat...
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| Main Authors: | , , , |
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| Format: | Article |
| Published: |
Elsevier B.V.
2018
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/83977/ http://dx.doi.org/10.1016/j.physa.2017.12.033 |
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