Bond Yields Movement Similarities and Synchronization in the G7: A Time–Frequency Analysis
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Finance,Business and International Management
Link
https://link.springer.com/content/pdf/10.1007/s41549-022-00068-8.pdf
Reference75 articles.
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3. Aguiar-Conraria, L., Martins, M. M., & Soares, M. J. (2012). The yield curve and the macro-economy across time and frequencies. Journal of Economic Dynamics and Control, 36(12), 1950–1970.
4. Aguiar-Conraria, L., Martins, M. M., & Soares, M. J. (2013). Convergence of economic sentiment cycles in the euro area: A time-frequency analysis. Journal of Common Market Studies, 51, 377–398.
5. Aguiar-Conraria, L., & Soares, M. (2011). Business cycle synchronization and the Euro area: A wavelet analysis. Journal of Macroeconomics, 33(3), 477–489.
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