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Applied Economics Volume 49, 2017 - Issue 33
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Original Articles

Are exchange rates interdependent? Evidence using wavelet analysis

Satish KumarFaculty of Management, IBS Hyderabad, a Constituent of IFHE (Deemed to be) University, Hyderabad, IndiaView further author information
,
Rajesh PathakFaculty of Management, IBS Hyderabad, a Constituent of IFHE (Deemed to be) University, Hyderabad, IndiaView further author information
,
Aviral Kumar TiwariFaculty of Management, IBS Hyderabad, a Constituent of IFHE (Deemed to be) University, Hyderabad, India;Center for Energy and Sustainable Development (CESD), Montpellier Business School, Montpellier, FranceView further author information
&
Seong-Min YoonDepartment of Economics, Pusan National University, Busan, Republic of Korea;IPAG Business School, Paris, FranceCorrespondence[email protected]
View further author information
Pages 3231-3245 | Published online: 29 Nov 2016

Citations (19)

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Read on this site (3)

Peterson Owusu Junior, George Tweneboah & Anokye M. Adam. (2019) Interdependence of Major Exchange Rates in Ghana: A Wavelet Coherence Analysis. Journal of African Business 20:3, pages 407-430.
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David Hudgins & Patrick Matthew Crowley. (2019) Open Economy Dynamics in a Floating Exchange Rate Developing Country Context. The International Trade Journal 33:1, pages 54-79.
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Peterson Owusu Junior, Baidoo Kwaku Boafo, Bright Kwesi Awuye, Kwame Bonsu & Henry Obeng-Tawiah. (2018) Co-movement of stock exchange indices and exchange rates in Ghana: A wavelet coherence analysis. Cogent Business & Management 5:1.
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Articles from other publishers (16)

Saba QureshiMuhammad Aftab. (2020) Exchange Rate Interdependence in ASEAN Markets: A Wavelet Analysis. Global Business Review 24:6, pages 1180-1204.
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Kim C. Raath, Katherine B. Ensor, Alena Crivello & David W. Scott. (2023) Denoising Non-Stationary Signals via Dynamic Multivariate Complex Wavelet Thresholding. Entropy 25:11, pages 1546.
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Charles Raoul Tchuinkam Djemo & Joel Hinaunye Eita. (2023) Modelling foreign exchange rate co-movement and its spatial dependence in emerging markets: a spatial econometrics approach. Empirical Economics.
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Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, Salma Mefteh-Wali & Patrick Owusu. (2023) Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques. Resources Policy 82, pages 103430.
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Robert Owusu Boakye, Lord Kwaku Mensah, Sang Hoon Kang & Kofi Acheampong Osei. (2023) Foreign exchange market return spillovers and connectedness among African countries. International Review of Financial Analysis 86, pages 102505.
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Florin Aliu, Simona Hašková & Ujkan Q. Bajra. (2022) Consequences of Russian invasion on Ukraine: evidence from foreign exchange rates. The Journal of Risk Finance 24:1, pages 40-58.
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Yuting Gong, Chao Ma & Qiang Chen. (2022) Exchange rate dependence and economic fundamentals: A Copula-MIDAS approach. Journal of International Money and Finance 123, pages 102597.
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Mohd Ziaur Rehman, Aviral Kumar Tiwari & Durga Prasad Samontaray. (2022) Directional predictability in foreign exchange rates of emerging markets: New evidence using a cross-quantilogram approach. Borsa Istanbul Review 22:1, pages 145-155.
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Shahrokh Firouzi & Xiangning Wang. (2021) The interrelationship between order flow, exchange rate, and the role of American economic news. The North American Journal of Economics and Finance 58, pages 101492.
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Ping Zhang & Shiwei Nan Wang. (2021) Research on volatility spillover effect between foreign exchange and stock market based on computer simulation multi resolution analysis. Journal of Intelligent & Fuzzy Systems, pages 1-11.
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Kim C. Raath & Katherine B. Ensor. (2020) Time-Varying Wavelet-Based Applications for Evaluating the Water-Energy Nexus. Frontiers in Energy Research 8.
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Prince Osei Mensah & Anokye M. Adam. (2020) Copula-Based Assessment of Co-Movement and Tail Dependence Structure Among Major Trading Foreign Currencies in Ghana. Risks 8:2, pages 55.
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Aviral Kumar Tiwari, Satish Kumar, Rajesh Pathak & David Roubaud. (2019) Testing the oil price efficiency using various measures of long-range dependence. Energy Economics 84, pages 104547.
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Xiangcai Meng & Chia-Hsing Huang. (2019) The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data. The North American Journal of Economics and Finance 48, pages 131-148.
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Kim Raath, Katherine B. Ensor, David W. Scott & Alena Crivello. (2020) Denoising Non-stationary Signals by Dynamic Multivariate Complex Wavelet Thresholding. SSRN Electronic Journal.
Crossref
Kim Raath & Katherine B. Ensor. (2018) Time-Varying Wavelet-Based Applications for Evaluating the Water-Energy Nexus. SSRN Electronic Journal.
Crossref

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