Wavelet Analysis on the Relevance of Stock Market and Exchange Rate between China and India.
Hsin-Pei HsuehFangjhy LiPublished in: ICCBD (2019)
Keyphrases
- developing countries
- stock market
- wavelet analysis
- monetary policy
- exchange rate
- stock price
- foreign exchange
- listed companies
- wavelet transform
- multiresolution
- short term
- stock exchange
- financial time series
- e government
- factor analysis
- feature detection
- financial data
- financial markets
- chinese stock market
- low frequency
- multiscale
- garch model
- stock returns
- long term