Exploring the co-movements between stock market returns and COVID‑19 pandemic: evidence from wavelet coherence analysis
Author:
Affiliation:
1. Department of Finance, Bucharest University of Economic Studies, Bucharest, Romania
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/13504851.2021.1937034
Reference21 articles.
1. Aggregate and Firm-Level Stock Returns During Pandemics, in Real Time
2. The impact of COVID-19 on the degree of dependence and structure of risk-return relationship: A quantile regression approach
3. Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic
4. Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis
5. Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis
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2. INVESTORS’ SENTIMENT AND EQUITY MARKETS DURING COVID-19 PERIOD: A QUANTILE REGRESSION APPROACH AND WAVELET ANALYSIS;Journal of Business Economics and Management;2023-09-28
3. Co-movement between dirty and clean energy: A time-frequency perspective;Energy Economics;2023-03
4. Degree and structure of return dependence among commodities, energy stocks and international equity markets during the post-COVID-19 period;Resources Policy;2022-08
5. CAUSALITY, INFORMATION FLOW, AND CO-MOVEMENT ANALYSIS OF MAJOR STOCK INDICES;Annals of Financial Economics;2022-07-13
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