Co-movement between Covid-19 and G20 stock market returns: A time and frequency analysis

In our study, we employ DCC-GARCH and Wavelet coherence analysis to examine the co-movement between global covid-19 indicators (cases, recoveries and deaths) and stock returns of main equity markets in G20 countries using daily data spanning between February 2, 2020 and August 28, 2021. Our empirica...

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Detalles Bibliográficos
Autores principales: Phiri, Andrew, Anyikwa, Izunna, Moyo, Clement
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9988315/
https://www.ncbi.nlm.nih.gov/pubmed/36911877
http://dx.doi.org/10.1016/j.heliyon.2023.e14195

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9988315/
https://www.ncbi.nlm.nih.gov/pubmed/36911877
http://dx.doi.org/10.1016/j.heliyon.2023.e14195

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