Exploring the co-movements between stock market returns and COVID‑19 pandemic : evidence from wavelet coherence analysis
Ştefan Cristian Gherghina and Liliana Nicoleta Simionescu
| Year of publication: |
2022
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|---|---|
| Authors: | Gherghina, Ştefan Cristian ; Simionescu, Liliana Nicoleta |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 15, p. 1405-1413
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| Subject: | COVID-19 | pandemic | SARS-CoV-2 | stock market | wavelet coherency | Coronavirus | Aktienmarkt | Stock market | Zustandsraummodell | State space model | Epidemie | Epidemic | Wirkungsanalyse | Impact assessment | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2021.1937034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013412191