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Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets. (2012). Tiwari, Aviral.
In: MPRA Paper.
RePEc:pra:mprapa:39693.

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Cited: 6

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Cites: 19

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Cocites: 67

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  1. Covid-19 and the Technology Bubble 2.0: Evidence from DCC-MGARCH and Wavelet Approaches. (2021). Karata, Cengiz ; zdurak, Caner.
    In: Journal of Applied Finance & Banking.
    RePEc:spt:apfiba:v:11:y:2021:i:2:f:11_2_4.

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  2. Co-movement analysis of Asian stock markets against FTSE100 and S&P 500: Wavelet-based approach. (2016). Yilmaz, Adil ; Unal, Gazanfer.
    In: International Journal of Financial Engineering (IJFE).
    RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s242478631650033x.

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  3. Wavelet Based Analysis Of Major Real Estate Markets. (2016). Karatasoglu, Cengiz ; Unal, Gazanfer ; Yilmaz, Adil .
    In: MPRA Paper.
    RePEc:pra:mprapa:74083.

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  4. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis. (2015). Tiwari, Aviral ; Guesmi, Khaled ; Ftiti, Zied ; Belanes, Amel.
    In: Computational Economics.
    RePEc:kap:compec:v:46:y:2015:i:4:p:575-611.

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  5. Analyzing Time–Frequency Based Co-movement in Inflation: Evidence from G-7 Countries. (2015). Tiwari, Aviral ; Olayeni, Olaolu ; Dar, Arif ; Bhanja, Niyati.
    In: Computational Economics.
    RePEc:kap:compec:v:45:y:2015:i:1:p:91-109.

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  6. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Tiwari, Aviral ; Guesmi, Khaled ; Belanes, Amel ; Ftiti, Zied.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-577.

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References

References cited by this document

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Coauthors

Authors registered in RePEc who have wrote about the same topic

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