All submissions of the EM system will be redirected to Online Manuscript Submission System. Authors are requested to submit articles directly to Online Manuscript Submission System of respective journal.

Research Article Open Access

A Wavelet Analysis for the Relationship between Financial Stress and the Equity Premium in US

Abstract

This study investigates the empirical influence of financial stress on equity premium in the case of United States by using the wavelet transform framework. This new methodology enables the decomposition of timeseries at different time-frequencies. Generally, empirical results show strong evidence of significant linkage between financial stress on the stock markets. These findings confirm that financial stress is majority having the influence over equity premium in short run, but also for both medium and large time horizons.

Heni Boubaker*, Syed Ali Raza and Muhammad Ali

To read the full article Download Full Article | Visit Full Article

Guvenilir Bahis Siteleri Guvenilir Bahis Siteleri Guvenilir Bahis Siteleri Guvenilir Casino Siteleri