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Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis

This study investigates the impact of economic uncertainty due to the coronavirus (COVID-19) pandemic on the industrial economy in the US in terms of the interdependence and causality relationship. We apply wavelet coherence analysis to economic policy uncertainty (EPU) data and monthly sector volat...

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Detalles Bibliográficos
Autor principal:	Choi, Sun-Yong
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier Inc. 2020
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7524523/ https://www.ncbi.nlm.nih.gov/pubmed/33013239 http://dx.doi.org/10.1016/j.frl.2020.101783

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