A wavelet decomposition approach to crude oil price and exchange rate dependence

By Juan Carlos Reboredo, M. Rivera-Castro. 2013

249 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/e10b638a0a7ef1fefc5e998d2671d7cf337aaca1

How researchers see this paper

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In Economics and Econometrics

1. Buerhan Saiti
2. O. Bacha
3. Mansur Masih

Citations in the corpus

• Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis (2016, background): “…faced by these studies is, as pointed out by several researchers (Baig and Goldfajn 1999; Ait-Sahalia, Cacho-Diaz, and Laeven 2010; Gallegati 2012; Reboredo and Rivera-Castro 2013, 2014), that the transmission of shocks because of contagion in international financial markets is very fast and dies…”