scientific article; zbMATH DE number 1281932
From MaRDI portal
Publication:4241010
zbMath0920.90024MaRDI QIDQ4241010
Camille Lampart, James B. Ramsey
Publication date: 20 June 1999
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Causal structure among US corn futures and regional cash prices in the time and frequency domain ⋮ Interest rate spreads and output: a time scale decomposition analysis using wavelets ⋮ Macrofinancial imbalances in historical perspective: a global crisis index ⋮ De-noising option prices with the wavelet method ⋮ Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the euro area ⋮ Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries ⋮ Introduction to \textit{Studies in Nonlinear Dynamics \& Econometrics}. Issue in honor of James B. Ramsey ⋮ Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach ⋮ Market concentration and market power of the Swedish mortgage sector -- a wavelet panel efficiency analysis ⋮ The Fractal Nature of Bitcoin: Evidence from Wavelet Power Spectra ⋮ Testing for spurious and cointegrated regressions: A wavelet approach ⋮ Tracing `driver' versus `modulator' information flow throughout large-scale, task-related neural circuitry ⋮ Systematic risk and timescales ⋮ Wavelet-based multi-resolution GARCH model for financial spillover effects ⋮ Revealing the implied risk-neutral MGF from options: the wavelet method ⋮ Wavelet analysis of stock returns and aggregate economic activity ⋮ Early Warning Signals of Financial Stress: A “Wavelet-Based” Composite Indicators Approach