Unconditional and conditional analysis between covid-19 cases, temperature, exchange rate and stock markets using wavelet coherence and wavelet partial coherence approaches

This paper examines the time-frequency relationship between the number of confirmed COVID-19 cases, temperature, exchange rates and stock market return in the top-15 most affected countries by the COVID-19 pandemic. We employ Wavelet Coherence and Partial Wavelet Coherence on the daily data from 1st...

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Detalles Bibliográficos
Autores principales: Sharma, Gagan Deep, Tiwari, Aviral Kumar, Jain, Mansi, Yadav, Anshita, Erkut, Burak
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2021
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7868636/
https://www.ncbi.nlm.nih.gov/pubmed/33598580
http://dx.doi.org/10.1016/j.heliyon.2021.e06181

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7868636/
https://www.ncbi.nlm.nih.gov/pubmed/33598580
http://dx.doi.org/10.1016/j.heliyon.2021.e06181

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