Time-frequency connectedness across housing markets, stock market and uncertainty : a wavelet-time varying parameter vector autoregression
Huthaifa Alqaralleh, Gazi Salah Uddin and Alessandra Canepa
Year of publication: |
[2022]
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Authors: | Alqaralleh, Huthaifa ; Uddin, Mohammed Gazi Salah ; Canepa, Alessandra |
Publisher: |
Torino (Italy) : Università degli studi di Torino, Department of Economics and Statistics “Cognetti de Martiis” |
Subject: | Global Financial Cities | Global Economic Policy Uncertainty Index | Wavelet-TimeVarying Parameter Vector Autoregression | VAR-Modell | VAR model | Welt | World | Risiko | Risk | Aktienmarkt | Stock market |
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freely available