Bhanja, Niyati; Dar, Arif Billah; Tiwari, Aviral Kumar; … - In: Central European Journal of Economic Modelling and … 4 (2012) 3, pp. 199-213
In this paper, the stock price-inflation nexus is investigated using the tools of wavelet power spectrum, cross-wavelet power spectrum and cross-wavelet coherency to unravel time and frequency dependent relationships between stock prices and inflation. Our results suggest that for a frequency...