Time-frequency dynamics between fear connectedness of stocks and alternative assets
Year of publication: |
2023
|
---|---|
Authors: | Naeem, Muhammad Abubakr ; Hasan, Mudassar ; Agyemang, Abraham ; Chowdhury, Md Iftekhar Hasan ; Balli, Faruk |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 2, p. 2188-2201
|
Subject: | alternative assets | fear connectedness | rolling window wavelet coherence | time-frequency domain |
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