Bond yields and stock returns comparison using wavelet semblance analysis
Various measures of resemblance are increasingly applied in confrontation of data samples obtained by different sources. Semblance analysis aims at comparison of two sets of data based on their phase and frequency. Conventional semblance analysis following the Fourier transform has several deficienc...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
LLC "CPC "Business Perspectives"
2017-07-01
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| Series: | Investment Management & Financial Innovations |
| Subjects: | |
| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/8979/imfi_2017_02cont_Verner.pdf |
| _version_ | 1826954076834758656 |
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| author | Robert Verner Gabriel Herbrik |
| author_facet | Robert Verner Gabriel Herbrik |
| author_sort | Robert Verner |
| collection | DOAJ |
| description | Various measures of resemblance are increasingly applied in confrontation of data samples obtained by different sources. Semblance analysis aims at comparison of two sets of data based on their phase and frequency. Conventional semblance analysis following the Fourier transform has several deficiencies resulting from the transform. To overcome these obstacles, another type of semblance analysis was developed applying the wavelet transform. This paper focuses on semblance analysis of stock prices and government bond yields of two major global economies using continuous wavelet transform regarding both scale and time. |
| first_indexed | 2024-04-13T01:47:24Z |
| format | Article |
| id | doaj.art-7245d6e9540f4a75977b6fc895fd36a1 |
| institution | Directory Open Access Journal |
| issn | 1810-4967 1812-9358 |
| language | English |
| last_indexed | 2025-02-17T23:30:47Z |
| publishDate | 2017-07-01 |
| publisher | LLC "CPC "Business Perspectives" |
| record_format | Article |
| series | Investment Management & Financial Innovations |
| spelling | doaj.art-7245d6e9540f4a75977b6fc895fd36a12024-12-02T04:48:33ZengLLC "CPC "Business Perspectives"Investment Management & Financial Innovations1810-49671812-93582017-07-0114228128910.21511/imfi.14(2-1).2017.128979Bond yields and stock returns comparison using wavelet semblance analysisRobert Verner0Gabriel Herbrik1Ph.D., MBA, Department of Economics, Faculty of Business Economics with seat in Košice, University of Economics in BratislavaFaculty of Business Economics with seat in Košice, University of Economics in BratislavaVarious measures of resemblance are increasingly applied in confrontation of data samples obtained by different sources. Semblance analysis aims at comparison of two sets of data based on their phase and frequency. Conventional semblance analysis following the Fourier transform has several deficiencies resulting from the transform. To overcome these obstacles, another type of semblance analysis was developed applying the wavelet transform. This paper focuses on semblance analysis of stock prices and government bond yields of two major global economies using continuous wavelet transform regarding both scale and time.https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/8979/imfi_2017_02cont_Verner.pdfbond yieldsstock indicestime-serieswavelets |
| spellingShingle | Robert Verner Gabriel Herbrik Bond yields and stock returns comparison using wavelet semblance analysis Investment Management & Financial Innovations bond yields stock indices time-series wavelets |
| title | Bond yields and stock returns comparison using wavelet semblance analysis |
| title_full | Bond yields and stock returns comparison using wavelet semblance analysis |
| title_fullStr | Bond yields and stock returns comparison using wavelet semblance analysis |
| title_full_unstemmed | Bond yields and stock returns comparison using wavelet semblance analysis |
| title_short | Bond yields and stock returns comparison using wavelet semblance analysis |
| title_sort | bond yields and stock returns comparison using wavelet semblance analysis |
| topic | bond yields stock indices time-series wavelets |
| url | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/8979/imfi_2017_02cont_Verner.pdf |
| work_keys_str_mv | AT robertverner bondyieldsandstockreturnscomparisonusingwaveletsemblanceanalysis AT gabrielherbrik bondyieldsandstockreturnscomparisonusingwaveletsemblanceanalysis |