Remzi GÖK, Erhan ÇANKAL

ANALYZING TIME-FREQUENCY NEXUS BETWEEN STOCK RETURNS AND BOND YIELDS THROUGH WAVELETS: THE CASE OF TURKEY – PART I

ANALYZING TIME-FREQUENCY NEXUS BETWEEN STOCK RETURNS AND BOND YIELDS THROUGH WAVELETS: THE CASE OF TURKEY – PART I

Finansal Araştırmalar ve Çalışmalar Dergisi

2020-Cilt: 12 - Sayı: 23

459-494

Wavelets, lead-lag, wavelet variance, correlation, cross-correlation

Wavelets, lead-lag, wavelet variance, correlation, cross-correlation

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