Baek, Seungho; Lee, Kwan Yong - In: Cogent economics & finance 10 (2022) 1, pp. 1-12
with the US stock market volatility during the pandemic period. Using the wavelet coherence analysis, we first find that … policy influences the stock market volatility significantly more than the vaccination, regardless of firm size and industry …We examine how monetary policy of the Federal Reserve System, COVID-19 mortality cases, and vaccinations are associated …