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Browsing by Subject "Haar á trous wavelet"

Browsing by Subject "Haar á trous wavelet"

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  • Moya Martínez, Pablo; Ferrer Lapeña, Román; Escribano Sotos, Francisco (2015)
    This paper investigates the relationship between changes in interest rates and the Spanish stock market at the industry level over the period from January 1993 to December 2012 using a wavelet-based approach. The empirical ...