Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes-Reference-Cited by-同舟云学术

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Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes

Published:2018-01 Issue: Volume:490 Page:1028-1045
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Abid Fathi,Kaffel Bilel

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference84 articles.

1. Psychological barriers in gold prices?;Aggarwal;J. Financ. Econ.,2007

2. Is the international role of the dollar changing?;Linda;Econ. Fin.,2010

3. Global Implications of Lower Oil Prices;Husain,2015

4. Measures of financial stability-a review;Gadanecz;Bank for International Settlements, IFC Bulletin,2009

5. Understanding VIX;Whaley;J. Portfolio Manage.,2009

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