Relationship between stock returns and inflation : new evidence from the US using wavelet and causality methods
Year of publication: |
2022
|
---|---|
Authors: | Tiwari, Aviral Kumar ; Adewuyi, Adeolu O. ; Awodumi, Olabanji B. ; Roubaud, David |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 4, p. 4515-4540
|
Subject: | hedging | inflation | nonlinear causality methods | stock returns | wavelet approach | Inflation | Kapitaleinkommen | Capital income | Zustandsraummodell | State space model | Kausalanalyse | Causality analysis | Hedging | USA | United States |
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