Recession fears and stock markets : an application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index
Jan Jakub Szczygielski, Ailie Charteris, Lidia Obojska, Janusz Brzeszczyński
| Year of publication: |
2024
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|---|---|
| Authors: | Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyński, Janusz |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 72.2024, 1, Art.-No. 102448, p. 1-31
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| Subject: | Directional wavelet coherence | Elastic net regression | Google searches | Machine learning | Narrative modelling | Recession fears | Uncertainty | Konjunktur | Business cycle | Künstliche Intelligenz | Artificial intelligence | Suchmaschine | Search engine | Aktienmarkt | Stock market | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2024.102448 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015064175