Expected inflation and U.S. stock sector indices : a dynamic time-scale tale from inflationary and deflationary crisis periods
Elie Bouri, Ramzi Nekhili, Harald Kinateder, Tonmoy Choudhury
| Year of publication: |
2023
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|---|---|
| Authors: | Bouri, Elie ; Nekhili, Ramzi ; Kinateder, Harald ; Choudhury, Tonmoy |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 55.2023, 1, p. 1-9
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| Subject: | COVID-19 pandemic | Global financial crisis (GFC) | Russia-Ukraine war | U.S. inflation | U.S. stock sector returns | Wavelet local multiple correlation (WLMC) approach | Inflation | USA | United States | Finanzkrise | Financial crisis | Coronavirus | Kapitaleinkommen | Capital income | Inflationserwartung | Inflation expectations | Aktienmarkt | Stock market | Wirkungsanalyse | Impact assessment | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.103845 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473034