Study of dynamic relationships between financial and real sectors of economies with wavelets (Q2371403)
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scientific article; zbMATH DE number 5169703
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| default for all languages | No label defined |
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| English | Study of dynamic relationships between financial and real sectors of economies with wavelets |
scientific article; zbMATH DE number 5169703 |
Statements
Study of dynamic relationships between financial and real sectors of economies with wavelets (English)
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4 July 2007
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discrete wavelet transform
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Fisherian hypothesis
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Fama's proxy-effect hypothesis
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inflation
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real activity
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stock market returns
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two-stage least squares
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wavelet filtering
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0.7946761846542358
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0.786135733127594
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0.7599679827690125
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0.7575131058692932
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