We assess the conditional relationships in the time-frequency domain between the return on Brazilian financial index, IFNC, and the COVID-19 cases or deaths in Hubei, in countries who stood out in this health crisis scenario and the world, considering the period from January 29 to December 31,...

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...