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The Time–Frequency Relationship between Oil Price, Stock Returns and Exchange Rate
The concept of time scales is essential for modeling financial decisions. This paper investigates time–frequency relationships across time scales between stock market returns, crude oil prices and exchange rates by applying wavelet analysis technique over the period 1999 to 2021. We find evidence of...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer International Publishing
2021
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8267515/ http://dx.doi.org/10.1007/s41549-021-00057-3 |