Citation
Szczygielski, J. J., Charteris, A., Obojska, L., & Brzeszczyński, J. (2024). Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index. Research in International Business and Finance, 72(Part A), Article 102448. https://doi.org/10.1016/j.ribaf.2024.102448
Authors
Keywords
Recession fears, Uncertainty, Elastic net regression, Machine learning, Google searches, Directional wavelet coherence, Narrative modelling
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