Global ETD Search
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Showing 1 to 1 of 1 for “"Time-varying Granger-causality"”.
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Tactical Allocation Through the Lens of Correlational Time-Variance, Determinants, and Regimes
… We challenge the archetype of correlational time-invariance that underlies buy-and-hold asset allocation strategies by implementing structural break tests and an innovative Wavelet Coherence (WC) methodology, where our findings reveal temporal instability. Through a multi-method statistical …