Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index
(2024)
Journal Article
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
Recession fears play a pivotal role in investment decision making and policy development aimed at reducing the likelihood of a recession and managing its impact. Using machine learning, we develop an economic agent-determined daily recession fear ind... Read More about Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index.