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Title:
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DOLLAR AND THE STOCK MARKET: AN APPROACH USING HAAR WAVELETS |
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Author(s):
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Aldo Artur Belardi, Renato A. Aguiar, Suzene Fausto |
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ISBN:
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978-989-8533-14-2 |
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Editors:
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Hans Weghorn and Pedro Isaías |
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Year:
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2012 |
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Edition:
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Single |
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Keywords:
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Haar Wavelet, Stock Market, Overreaction, Underreaction, Dollar. |
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Type:
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Short Paper |
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First Page:
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364 |
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Last Page:
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368 |
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Language:
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English |
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Cover:
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Full Contents:
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click to dowload 
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Paper Abstract:
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This paper presents a methodology to detect significant changes in the price of U.S. dollar in terms of the stock exchange using the Haar wavelet as well as statistical analyses of several parameters. The data used are information provided by the stock market, both for the U.S. dollar and for the stock market. The results show that the applied methodology through Haar wavelet is able to inform in advance the trend of the stock market through a single variable, the U.S. dollar. |
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