The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses
Year of publication: |
2003
|
---|---|
Authors: | Kim, Sangbae ; In, Francis |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 7.2003, 4, p. 1183-1183
|
Publisher: |
Berkeley Electronic Press |
Subject: | financial variables | spectral analysis | wavelet analysis | real economic activity |
-
Kim, Sangbae, (2007)
-
The dynamics of exchange rate volatility: A panel VAR approach
Grossmann, Axel, (2014)
-
The dynamics of exchange rate volatility : a panel VAR approach
Grossmann, Axel, (2014)
- More ...
-
What drives the term and risk structure of Japanese bonds?
In, Francis, (2003)
-
Analysing the performance of managed funds using the wavelet multiscaling method
In, Francis, (2008)
-
A note on the relationship between industry returns and inflation through a multiscaling approach
Kim, Sangbae, (2006)
- More ...