Co-movement of stock exchange indices and exchange rates in Ghana: A wavelet coherence analysis
By means of the Continuous Morlet Wavelet Transform fostering covariance/correlation, lead-lag causal relationship as well as coherency via the wavelets analysis, we explore the two indices on the Ghana Stock Exchange, the larger Ghana Stock Exchange Composite Index (GSE-CI) and the smaller Ghana St...
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| Autores principales: | , , , , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Taylor & Francis Group
2018
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/7f1d39dec2c3422eaf388f66b3e6feb8 |
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