Jansen van Rensburg, Johnny; Van Vuuren, Gary - In: Cogent economics & finance 8 (2020) 1, pp. 1-24
different phases of the business cycle, investment returns may be boosted by increasing holdings in securities from … strengthening sectors and reducing holdings in weakening ones. As the business cycle phase changes, security rotation can … of Fourier analysis in identifying business cycle frequencies. This article contributes by installing this approach for …