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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2022
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| Materias: | |
| 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 |