Who drives the dance? Further insights from a t ime‐frequency wavelet analysis of the interrelationship between stock markets and uncertainty
Author:
Affiliation:
1. BEAR Lab International University of Rabat, RBS College of Management Rabat Morocco
2. RITM Paris‐Sud University Orsay France
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.1867
Reference45 articles.
1. Economic uncertainty and the influence of monetary policy
2. Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes
3. Estimating the Taylor rule in the time-frequency domain
4. Oil Shocks and the Euro as an Optimum Currency Area
5. THE CONTINUOUS WAVELET TRANSFORM: MOVING BEYOND UNI- AND BIVARIATE ANALYSIS
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