Are the leading indicators really leading? : evidence from mixed-frequency spillover approach
Yu Wei, Zhuo Wang, Xiaorui Zhou, Yue Shang, Lin Ren
| Year of publication: |
2024
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|---|---|
| Authors: | Wei, Yu ; Wang, Zhuo ; Zhou, Xiaorui ; Shang, Yue |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 69.2024, 2, Art.-No. 106233, p. 1-11
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| Subject: | Common-frequency spillover | Financial markets | Leading indicators | Mixed-frequency spillover | Spillover-Effekt | Spillover effect | Wirtschaftsindikator | Economic indicator | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Frühindikator | Leading indicator | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.106233 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015191883