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In response to the Global Financial Crisis, central banks deployed unconventional monetary policy tools as a remedy restore financial intermediation. While literature on transmission channels of such policies is still in its fancy, present paper an attempt uncover effects ECB measures credit co-movements Eurozone. first step, common factors underlying private aggregates are extracted for twelve...

Co-movement analysis has a significant role in recourse allocation, risk management, etc. This study uses the novel approach of wavelet coherence in continuous wavelet transform framework to investigate the correlation dynamic and spillover effect of 10 main sector indices of Tehran Stock Exchange, in time and frequency domains. Analyzing the data indicates that correlation structure among TSE ...