Cross‐dynamics of exchange rate expectations: a wavelet analysis
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Bibliographic InfoArticle provided by John Wiley & Sons, Ltd. in its journal International Journal of Finance & Economics.
Volume (Year): 16 (2011)
Issue (Month): 3 (07)
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Web page: http://www.interscience.wiley.com/jpages/1076-9307/
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- Antonakakis, Nikolaos, 2012.
"Exchange return co-movements and volatility spillovers before and after the introduction of euro,"
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- Fernández Macho, Francisco Javier, 2011.
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- Zied Ftiti & Aviral Tiwari & AmÃ©l BelanÃ¨s, 2014. "Tests of Financial Market Contagion- Evolutionary Cospectral Analysis V.S. Wavelet Analysis," Working Papers 2014-062, Department of Research, Ipag Business School.
- Aloui, Chaker & Hkiri, Besma, 2014. "Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis," Economic Modelling, Elsevier, vol. 36(C), pages 421-431.
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