On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches

Author:

Shahzad Syed Jawad Hussain,Aloui Chaker,Jammazi Rania

Publisher

Elsevier BV

Subject

Finance

Reference19 articles.

1. Using wavelets to decompose the time–frequency effects of monetary policy;Aguiar-Conraria;Physica A,2008

2. Investors’ sentiment and US Islamic and conventional indexes nexus: a time–frequency analysis;Aloui;Finance Res. Lett.,2016

3. Real and complex wavelets in asset classification: an application to the US stock market;Bruzda;Finance Res. Lett.,2017

4. The incredible Shrinking credit-default swap market. Available on the link:;Childs,2014

5. Better to give than to receive: predictive directional measurement of volatility spillovers. Int. J. Forecast.;Diebold,2012

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