The Impact Of Covid-19 Pandemic on Systematic Risk Of S&P 500 Sectors: A Wavelet Power Spectrum Analysis

Author:

UYAR Umut,KANGALLI UYAR Sinem Güler

Publisher

Ege Akademik Bakis (Ege Academic Review)

Subject

General Engineering

Reference53 articles.

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3. Altarturi, B. H., Alshammri, A. A., Hussin, T. M. T. T. and Saiti, B. (2016), “Oil price and exchange rates: A wavelet analysis for organisation of oil exporting countries members”, International Journal of Energy Economics and Policy, Vol. 6 No. 3, pp. 421-430.

4. Aygoren, H. (2008) “Istanbul Menkul Kiymetler Borsasinin fractal analizi”, Dokuz Eylul Universitesi Iktisadi Idari Bilimler Fakultesi Dergisi, Vol. 23 No. 1, pp. 125-134.

5. Bernard, V. L., Botosan, C. A. and Phillips, G. D. (1994), “Challenges to the Efficient Market Hypothesis: Limits to the Applicability of Fraud-on-the-Market Theory”, Nebraska Law Review, Vol. 73 No. 4, pp. 781-811.

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