COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis

This paper investigates the connectedness between the COVID-19 outbreak and major financial markets within a time-frequency framework. Wavelet coherency analysis unveils perceptual differences between the short-term and longer-term markets’ reactions. In the short-run, we find strong co-movements du...

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Detalles Bibliográficos
Autores principales: Karamti, Chiraz, Belhassine, Olfa
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8856866/
https://www.ncbi.nlm.nih.gov/pubmed/35221810
http://dx.doi.org/10.1016/j.frl.2021.102136

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8856866/
https://www.ncbi.nlm.nih.gov/pubmed/35221810
http://dx.doi.org/10.1016/j.frl.2021.102136

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