The effects of economic and financial shocks on private investment : a wavelet study of return and volatility spillovers
GVS Chiranjivi, Rudra Sensarma
| Year of publication: |
2023
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|---|---|
| Authors: | GVS Chiranjivi ; Sensarma, Rudra |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 90.2023, p. 1-21
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| Subject: | ARMA-GARCH | Conditional volatility | Discrete wavelet transform | Multi resolution analysis | Private investment cycles | Volatility spillovers | ARCH-Modell | ARCH model | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Investition | Investment | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102936 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014470876