Stock and bond return relations and stock market uncertainty: Evidence from wavelet analysis

Author:

Lin Fu-Lai,Yang Sheng-Yung,Marsh Terry,Chen Yu-Fen

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference47 articles.

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

2. Oil and the macroeconomy: Using wavelets to analyze old issues;Aguiar-Conraria;Empirical Economics,2011

3. Business cycle synchronization and the Euro: A wavelet analysis;Aguiar-Conraria;Journal of Macroeconomics,2011

4. The continuous wavelet transform: A primer;Aguiar-Conraria,2011

5. Why does the correlation between stock and bond returns vary over time?;Andersson;Applied Financial Economics,2008

Cited by 40 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation;Journal of Economic Behavior & Organization;2024-08

2. Macroeconomic factors and government bond yield in Indonesia;Public and Municipal Finance;2024-06-07

3. A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting;The North American Journal of Economics and Finance;2024-01

4. Overview of Advanced Deep Learning based Models for Stock Market Price Predictions;Proceedings of the 5th International Conference on Information Management & Machine Intelligence;2023-11-23

5. Hedging With Futures;International Journal of Applied Behavioral Economics;2023-11-17

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3