The impact of COVID-19 on the G7 stock markets : a time-frequency analysis
Mobeen Ur Rehman, Sang Hoon Kang, Nasir Ahmad, Xuan Vinh Vo
| Year of publication: |
2021
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| Authors: | Ur Rehman, Mobeen ; Kang, Sang Hoon ; Ahmad, Nasir ; Vo Xuan Vinh |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 58.2021, p. 1-10
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| Subject: | COVID-19 | Comovement | G7 stock markets | Lead-lag relationship | Wavelet coherence approach | Aktienmarkt | Stock market | Coronavirus | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101526 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013187657