Stock returns, inflation and economic activity
The paper empirically investigates the relations between stock return, inflation and economic activity for Brazilian monthly data (1996-2017). We analyzed the wavelet variance and correlation and estimated regressions at levels of scale. The results do not corroborate the main hypothesis that a nega...
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| Formato: | article |
| Idioma: | por |
| Publicado em: |
2019
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| Texto completo: | https://doi.org/10.11606/1980-5330/ea137954 |
| País: | Brasil |
| Oai: | oai:revistas.usp.br:article/137954 |