We address G7 banking contagion during the COVID-19 crisis using wavelet-based techniques. We find an increase (20%) of the lowest frequencies banking contagion during the pandemic period based on stronger coherence between all pairs of financial indices. We also find that COVID-19 world cases...

In our first empirical exercise we assess the conditional relationship in the timefrequency domain between the return on Ibovespa and the cases or deaths by COVID-19 in Hubei, countries with record deaths and the world, for the period from January 29 to July 31, 2020. We also perform a...

We add to the discussion on the role of debt-to-GDP and inflation on the U.S. real GDP per capita and its growth rate during the period from 1966 to 2022. We use Global Wavelet Power Spectrum, Multivariate Coherency and Partial Coherency, Phase-Difference and Gain. This framework enables us to...