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Covid-19, Dow Jones and equity market movement in ASEAN-5 countries: evidence from wavelet analyses

This study gains insights into what drives the ASEAN-5 equity markets. Using several wavelet approaches, we examine the correlation between the ASEAN-5 equity markets with the daily new Covid-19 cases and the Dow Jones Industrial Average (DowJones), the lead-lag relationships and level of disorder (...

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Detalles Bibliográficos
Autores principales: Kamaludin, Kamilah, Sundarasen, Sheela, Ibrahim, Izani
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7814110/
https://www.ncbi.nlm.nih.gov/pubmed/33506122
http://dx.doi.org/10.1016/j.heliyon.2020.e05851