Naeem, Muhammad Abubakr; Sehrish, Saba; Costa, Mabel D. - In: Pacific Accounting Review 33 (2021) 2, pp. 165-178
Purpose: This study aims to estimate the time–frequency connectedness among global financial markets. It draws a comparison between the full sample and the sample during the COVID-19 pandemic. Design/methodology/approach: The study uses the connectedness framework of Diebold and Yilmaz (2012)...