|
|
|
|
|
Mohamed Essaied Hamrita,Abdelkader Trifi
Pág. 220 - 228
This paper examines the multi-scale relationship between the interest rate, exchange rate and stock price using a wavelet transform. In particular, we apply the maximum overlap discrete wavelet transform (MODWT) to the interest rate, exchange rate and st...
ver más
|
|
|
|
|