Uncertainty and the Oracle of Market Returns: Evidence from Wavelet Coherence Analysis
Wavelet methodology is employed to investigate the statistical relationship between three well-accepted measures of uncertainty and both market and sector returns. Our primary goal is to determine whether uncertainty is sector specific. Although there are periods when the market works effectively as...
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| Autores principales: | , |
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| Formato: | Capítulo de libro |
| Lenguaje: | inglés |
| Publicado: |
IntechOpen
2020
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| Materias: | |
| Acceso en línea: | https://www.intechopen.com/chapters/74347 |
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