Search Results - subject:"time–frequency analysis"

A wavelet approach of investing behaviors and their effects on risk exposures

Mestre, Roman - In: Financial Innovation 7 (2021) 1, pp. 1-37

Exposure to market risk is a core objective of the Capital Asset Pricing Model (CAPM) with a focus on systematic risk. However, traditional OLS Beta model estimations (Ordinary Least Squares) are plagued with several statistical issues. Moreover, the CAPM considers only one source of risk and...

Persistent link: https://www.econbiz.de/10012602905

A wavelet approach of investing behaviors and their effects on risk exposures

Mestre, Roman - In: Financial innovation : FIN 7 (2021), pp. 1-37

Persistent link: https://www.econbiz.de/10012500129

Time-frequency correlations and extreme spillover effects between carbon markets and NFTs : the roles of EPU and COVID-19

Liu, Jiatong - In: Finance research letters 54 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014472625

Forecasting oil inventory changes with Google trends : a hybrid wavelet decomposer and ARDL-SVR ensemble model

Zhao, Lu-Tao; Zheng, Zhi-Yi; Wei, Yi-Ming - In: Energy economics 120 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014283246

Risk spillovers across geopolitical risk and global financial markets

Zheng, Jinlin; Wen, Baoyu; Jiang, Yaohui; Wang, Xiaohan; … - In: Energy economics 127 (2023) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10014487750

Comparison on subannual seasonality of building construction in European countries

Mach, Łukasz; Zmarzły, Dariusz; Dąbrowski, Ireneusz; … - In: European research studies 23 (2020) 4, pp. 241-257

Persistent link: https://www.econbiz.de/10012511205

Information spillover effects from media coverage to the crude oil, gold, and Bitcoin markets during the COVID-19 pandemic : evidence from the time and frequency domains

Zhang, Hongwei; Hong, Huojun; Guo, Yaoqi; Yang, Cai - In: International review of economics & finance : IREF 78 (2022), pp. 267-285

Persistent link: https://www.econbiz.de/10013334574

Immigration and regional housing markets : prices, rents, price-to-rent ratios and disequilibrium

Nguyen Thi Thu Ha; Balli, Hatice Ozer; Balli, Faruk; … - In: Regional studies : official journal of the Regional … 56 (2022) 3, pp. 420-432

Persistent link: https://www.econbiz.de/10013170296

International historical evidence on money growth and inflation : the role of high inflation episodes

Fratianni, Michele; Gallegati, Marco; Giri, Federico - In: The B.E. journal of macroeconomics 21 (2021) 2, pp. 541-564

Persistent link: https://www.econbiz.de/10012806194

On the uncertainty caused by the referendum on brexit

Richter, Christian; Roy-Mukherjee, Shampa - In: Applied economics quarterly 66 (2020) 2, pp. 145-164

Persistent link: https://www.econbiz.de/10012549977