Relationship between stock returns and inflation : new evidence from the US using wavelet and causality methods
Aviral Kumar Tiwari, Adeolu O. Adewuyi, Olabanji B. Awodumi, David Roubaud
| Year of publication: |
2022
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|---|---|
| Authors: | Tiwari, Aviral Kumar ; Adewuyi, Adeolu O. ; Awodumi, Olabanji B. ; Roubaud, David |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 4, p. 4515-4540
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| Subject: | hedging | inflation | nonlinear causality methods | stock returns | wavelet approach | Inflation | Kapitaleinkommen | Capital income | Kausalanalyse | Causality analysis | Zustandsraummodell | State space model | USA | United States | Hedging | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2384 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013461358