Interactions between financial stress and economic activity for the U.S.: A time- and frequency-varying analysis using wavelets

  1. Ferrer, R.
  2. Jammazi, R.
  3. Bolós, V.J.
  4. Benítez, R.
Revue:
Physica A: Statistical Mechanics and its Applications

ISSN: 0378-4371

Année de publication: 2018

Volumen: 492

Pages: 446-462

Type: Article

DOI: 10.1016/J.PHYSA.2017.10.044 GOOGLE SCHOLAR