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标题:A wavelet analysis of co-movements in Asian gold markets
时间:2019-05-27 01:33:07
DOI:10.1016/j.physa.2017.09.061
作者:Das, Debojyoti;Kannadhasan, M;AlYahyaee, Khamis Hamed;Yoon, SeongMin
出版源: 《Physica A Statistical Mechanics & Its Applicat... ,2018 ,492
摘要:This study assesses the cross-country co-movements of gold spot returns among the major gold consuming countries in Asia using wavelet-based analysis for a...
大小:7850 kb
页数:16 PAGES
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目录:
  • A wavelet analysis of co-movements in Asian gold markets
    • Introduction
      • Background
      • Motivation and literature
      • Main contributions
    • Estimation methodology
      • Wavelet correlation
      • Wavelet coherence
      • Wavelet multiple correlation and cross-correlation
    • Data
    • Main results
    • Conclusions
    • Acknowledgments
    • References

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