Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data

DOI10.1515/SNDE-2017-0049OpenAlexW2623321621MaRDI QIDQ2697033

Mark E. Wohar, Aviral Kumar Tiwari, Rangan Gupta, Juncal Cunado

Publication date: 17 April 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2017-0049

zbMATH Keywords

frequency-domaininflationwavelet analysisnominal and real stock returns

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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• UNIT ROOT TESTS WITH WAVELETS

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