The impact of exchange rate, oil price and gold price on the Kuwaiti stock market: a wavelet analysis
This paper examines the impact of the exchange rate, oil price and gold price on the Kuwaiti stock market using a wavelet analysis, namely, cross-wavelet coherency and partial cross-wavelet coherency. This method is used to test for nonlinear causality and decompose the data into various time freque...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Università Carlo Cattaneo LIUC
2020-06-01
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| Series: | The European Journal of Comparative Economics |
| Subjects: | |
| Online Access: | http://ejce.liuc.it/18242979202001/182429792020170103.pdf |