Time-frequency co-movement between COVID-19 and Pakistan's stock market : empirical evidence from wavelet coherence analysis
Shoaib Ali, Muhammad Naveed, Aisha Saleem, Muhammad Wajahat Nasir
| Year of publication: |
2022
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|---|---|
| Authors: | Ali, Shoaib ; Naveed, Muhammad ; Saleem, Aisha ; Nasir, Muhammad Wajahat |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4960, ZDB-ID 2515861-2. - Vol. 17.2022, 4, Art.-No. 2250026, p. 1-17
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| Subject: | COVID-19 | Pakistan stock market | wavelet analysis | Pakistan | Aktienmarkt | Stock market | Coronavirus | Zustandsraummodell | State space model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495222500269 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014234491