The impact of COVID-19 on the G7 stock markets : a time-frequency analysis
Year of publication: |
2021
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Authors: | Ur Rehman, Mobeen ; Kang, Sang Hoon ; Ahmad, Nasir ; Xuan Vinh Vo |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 58.2021, p. 1-10
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Subject: | COVID-19 | Comovement | G7 stock markets | Lead-lag relationship | Wavelet coherence approach | Coronavirus | Aktienmarkt | Stock market | Börsenkurs | Share price | Wirkungsanalyse | Impact assessment | Zustandsraummodell | State space model | Volatilität | Volatility |
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