Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets: Evidence from the continuous wavelet analyses

Author:

Chen Mei-Ping,Chen Wen-Yi,Tseng Tseng-Chan

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference46 articles.

1. Using wavelets to decompose the time-frequency effects of monetary policy;Aguiar-Conraria;Physica A: Statistical Mechanics and its Applications,2008

2. Aguiar-Conraria, L., Magalhães, P. C., & Soares, M. J. (2010). On waves in war and elections. 〈http://war_and_elections_2010_01_13_with_fi.pdf〉.

3. Cycles in politics: Wavelet analysis of political time series;Aguiar-Conraria;American Journal of Political Science,2012

4. The continuous wavelet transform: Moving beyond uni‐and bivariate analysis;Aguiar-Conraria;Journal of Economic Surveys,2014

5. Roughing it up: Including jump components in the measurement, modeling, and forecasting of return volatility;Andersen;Review of Economics and Statistics,2007

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