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. and 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 [online], 72(part A), article number 102448. Available from: 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..