Time-frequency co-movement between COVID-19 and Pakistan's stock market : empirical evidence from wavelet coherence analysis
Year of publication: |
2022
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Authors: | Ali, Shoaib ; Naveed, Muhammad ; Saleem, Aisha ; Nasir, Muhammad Wajahat |
Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4960, ZDB-ID 2515861-2. - Vol. 17.2022, 4, Art.-No. 2250026, p. 1-17
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Subject: | COVID-19 | Pakistan stock market | wavelet analysis | Pakistan | Aktienmarkt | Stock market | Coronavirus | Zustandsraummodell | State space model | Wirkungsanalyse | Impact assessment | Schätzung | Estimation |
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