The impact of COVID-19 on the G7 stock markets: A time-frequency analysis

We examine the co-movement of the G7 stock returns with the numbers of confirmed COVID-19 cases and causalities based on daily data from December 31, 2019 to November 13, 2020. We employ the wavelet coherence approach to measure the impact of the numbers of confirmed cases and deaths on the G7 stock...

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Detalles Bibliográficos
Autores principales: Rehman, Mobeen Ur, Kang, Sang Hoon, Ahmad, Nasir, Vo, Xuan Vinh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8642738/
http://dx.doi.org/10.1016/j.najef.2021.101526

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8642738/
http://dx.doi.org/10.1016/j.najef.2021.101526

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