Are the leading indicators really leading? Evidence from mixed-frequency spillover approach
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DOI: 10.1016/j.frl.2024.106233
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More about this item
Keywords
Leading indicators; Financial markets; Mixed-frequency spillover; Common-frequency spillover;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- G1 - Financial Economics - - General Financial Markets
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