Time-frequency dynamics of financial market stress and global economic uncertainties: evidence from the COVID-19 pandemic
Author:
Affiliation:
1. Department of Accounting and Finance, School of Business, Ghana Institute of Management and Public Administration (GIMPA), Achimota, Ghana
2. Department of Finance, School of Business, University of Ghana, Legon, Ghana
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/13504851.2022.2156465
Reference12 articles.
1. Time-frequency analysis of financial stress and global commodities prices: Insights from wavelet-based approaches
2. Measuring Economic Policy Uncertainty*
3. From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps
4. Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach
5. Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic
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1. Quantile dependence and asymmetric connectedness between global financial market stress and REIT returns: Evidence from the COVID-19 pandemic;The Journal of Economic Asymmetries;2024-06
2. The Pandemic Waves’ Impact on the Crude Oil Price and the Rise of Consumer Price Index: Case Study for Six European Countries;Sustainability;2023-04-12
3. Information flow between global financial market stress and African equity markets: An EEMD-based transfer entropy analysis;Heliyon;2023-03
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