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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Detalles Bibliográficos

Autores principales:	Nix, Joan, McNevin, Bruce D.
Formato:	Capítulo de libro
Lenguaje:	inglés
Publicado:	IntechOpen 2020
Materias:	Physical Sciences, Engineering and Technology
Acceso en línea:	https://www.intechopen.com/chapters/74347
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