Siddique, Asima; Kayani, Ghulam Mujtaba; Ashfaq, Saira - In: Journal of Risk and Financial Management 14 (2021) 10, pp. 1-16
The current study investigates the connectedness between US COVID-19 news, Dowes Jones Index (DJI), green bonds, gold, and bitcoin prices for the period 22 January 2020-3 August 2021. The study has employed wavelet coherency, the continuous wavelet transform, and the wavelet-based Granger...