Quantifying Time-Frequency Co-movement Impact of COVID-19 on U.S. and China Stock Market Toward Investor Sentiment Index

Quantifying Time-Frequency Co-movement Impact of COVID-19 on U.S. and China Stock Market Toward Investor Sentiment Index

The worldwide spread of COVID-19 dramatically influences the world economic landscape. In this paper, we have quantitatively investigated the time-frequency co-movement impact of COVID-19 on U.S. and China stock market since early 2020 in terms of daily observation from National Association of Secur...

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Bibliographic Details
Main Authors: Rui Nian, Yijin Xu, Qiang Yuan, Chen Feng, Amaury Lendasse
Format: Article
Language:English
Published: Frontiers Media S.A. 2021-09-01
Series:Frontiers in Public Health
Subjects:
COVID-19
co-movement
time-frequency analysis
SSEC
SZI
DJIA
Online Access:https://www.frontiersin.org/articles/10.3389/fpubh.2021.727047/full

Internet

https://www.frontiersin.org/articles/10.3389/fpubh.2021.727047/full

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