CONTAGION AMONG SELECT GLOBAL EQUITY MARKETS: A TIME-FREQUENCY ANALYSIS

2019 ◽  
Vol 19 (04) ◽  
pp. 1950023
Author(s):  
AVISHEK BHANDARI ◽  
BANDI KAMAIAH
Keyword(s):  
Frequency Analysis ◽  
Financial Crises ◽  
East Asian ◽  
Equity Markets ◽  
Discrete Wavelet ◽  
Time Frequency Analysis ◽  
Time Frequency ◽  
Short Run ◽  
Global Equity Markets ◽  
Wavelet Methods

This paper investigates the phenomenon of contagion among some selected global equity markets using novel methods from wavelet-based time-frequency analysis. It surveys some seminal literature on contagion and examines, using both continuous and discrete wavelet methods, the effects of major financial crises on Indian markets. Strong evidence of co-movements in the short run, which indicates contagion, between Indian and some East Asian markets is observed, signifying diversification risks for Indian investors during periods of financial turbulence.

Research on Goniometer Fault Detection of a Certain Missile Based on Wavelet Analysis

2012 ◽  
Vol 490-495 ◽  
pp. 1600-1604
Author(s):  
Zhu Lin Wang ◽  
Jiang Kun Mao ◽  
Zi Bin Zhang ◽  
Xi Wei Guo
Keyword(s):  
Wavelet Transform ◽  
Wavelet Analysis ◽  
Discrete Wavelet Transform ◽  
Frequency Analysis ◽  
Discrete Wavelet ◽  
Analysis Method ◽  
Frequency Method ◽  
Time Frequency Analysis ◽  
Time Frequency ◽  
Fault Characteristic

Aiming at the problem of existing time-frequency analysis methods was not effective to goniometer keeping fault of a certain missile, combined time -frequency analysis method of CWT and DWT for the fault was put forward based on the fault characteristic. The process of the method proposed was given and the time-frequency method of continuous and discrete wavelet transform was analysed. The signal when goniometer keeping fault occurred was analysed by the method that was put forward. The simulation showed that the method which was effective to the fault detecting could accurately detect the time and location of goniometer fault occurred.

Time-Frequency Analysis of Partial Discharge Phenomena in SF6 gas using Wavelet Transform

1997 ◽  
Vol 117 (3) ◽  
pp. 338-345 ◽  
Author(s):  
Masatake Kawada ◽  
Masakazu Wada ◽  
Zen-Ichiro Kawasaki ◽  
Kenji Matsu-ura ◽  
Makoto Kawasaki
Keyword(s):  
Wavelet Transform ◽  
Frequency Analysis ◽  
Partial Discharge ◽  
Time Frequency Analysis ◽  
Time Frequency
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