Lyashenko, V., Deineko, Z. and Ahmad, A. (2015) Properties of Wavelet Coefficients of Self-Similar Time Series. International Journal of Scientific and Engineering Research, 6, 1492-1499.

has been cited by the following article:

• TITLE: Wavelet Coherence as a Research Tool for Stability of the Banking System (The Example of Ukraine)

  AUTHORS: Nataliia Pogorelenko, Vyacheslav V. Lyashenko, Mohammad Ayaz Ahmad

  KEYWORDS: Stability of the Banking System, Banking, Wavelet Coherence, Time Series, Frequency-Temporal Area

  JOURNAL NAME: Modern Economy, Vol.7 No.9, August 12, 2016

  ABSTRACT: The banking system presents an open, multifaceted and meaningful set of different institutional units within a single monetary market. The effectiveness of such a system also largely determines the set of continuous mobilities of financial flows, and the result should determine the stability of the banking system. Accordingly, the work reveals a set of indicators of banking system stability and expediency analysis of available values using wavelet analysis. Wavelet coherence is considered as a tool for wavelet analysis. Based on the analysis we display the impacts on the stability of the banking system in Ukraine in 2005-2015 years.