Wavelet analysis of stock returns and aggregate economic activity
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Publication:1023637
DOI10.1016/J.CSDA.2007.07.019zbMATH Open1452.62910OpenAlexW2003317089MaRDI QIDQ1023637FDOQ1023637
Authors: Marco Gallegati 
Publication date: 12 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2007.07.019
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Cited In (20)
- Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective
- Study of dynamic relationships between financial and real sectors of economies with wavelets
- Interest rate spreads and output: a time scale decomposition analysis using wavelets
- Early Warning Signals of Financial Stress: A “Wavelet-Based” Composite Indicators Approach
- Using wavelets in the measurement of multiscale dependence between Saudi and selected foreign stock markets
- Endogenous economic resilience, loss of resilience, persistent cycles, multiple attractors, and disruptive contractions
- Econometric testing on linear and nonlinear dynamic relation between stock prices and macroeconomy in China
- THE LINEAR DEPENDENCE AND FEEDBACK SPECTRA BETWEEN STOCK MARKET AND ECONOMY
- Analysis of stock market indices with multidimensional scaling and wavelets
- Wavelet-Based Methods for High-Frequency Lead-Lag Analysis
- Title not available (Why is that?)
- Editorial: Special issue on statistical and computational methods in finance
- Analysis and short-time extrapolation of stock market indexes through projection onto discrete wavelet subspaces
- Title not available (Why is that?)
- Time-localized wavelet multiple regression and correlation
- Amplitude and phase synchronization of European business cycles: a wavelet approach
- The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses
- Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries
- Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods
- The process of transferring negative impulses in capital markets – a wavelet analysis
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