Industry volatility and economic uncertainty due to the COVID-19 pandemic : evidence from wavelet coherence analysis
Year of publication: |
2020
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Authors: | Choi, Sun-Yong |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 37.2020, p. 1-8
|
Subject: | COVID-19 | Economic uncertainty | Globalfinancial crisis | Sector volatility | Wavelet coherence analysis | Coronavirus | Volatilität | Volatility | Welt | World | Risiko | Risk | Wirkungsanalyse | Impact assessment | Zustandsraummodell | State space model | Wirtschaftskrise | Economic crisis |
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