Co-Movement of Covid-19, The S&P 500 and Stock Markets in ASEAN: A Wavelet Coherence Analysis

Co-Movement of Covid-19, The S&P 500 and Stock Markets in ASEAN: A Wavelet Coherence Analysis

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This study examined the co-movement of ASEAN stock markets, COVID-19 cases/deaths, and the United States (US) stock market using wavelet coherence analysis. The findings revealed that the US stock market remained significantly dominant and was more influential to the ASEAN market. Nevertheless, cohe...

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Bibliographic Details
Main Authors: Lee, Zhun Hoong, Wong, Hock Tsen, Saizal Pinjaman, Kasim Md. Mansur
Format: Article
Language:English
English
Published: Penerbit UPM 2022
Subjects:
HB1-3840 Economic theory. Demography
HG4501-6051 Investment, capital formation, speculation
Online Access:https://eprints.ums.edu.my/id/eprint/33597/1/Co-Movement%20of%20Covid-19%2C%20The%20S%26P%20500%20and%20Stock%20Markets%20in%20ASEAN_%20A%20Wavelet%20Coherence%20Analysis.pdf
https://eprints.ums.edu.my/id/eprint/33597/2/Co-Movement%20of%20Covid-19%2C%20The%20S%26P%20500%20and%20Stock%20Markets%20in%20ASEAN_%20A%20Wavelet%20Coherence%20Analysis%20_ABSTRACT.pdf

Internet

https://eprints.ums.edu.my/id/eprint/33597/1/Co-Movement%20of%20Covid-19%2C%20The%20S%26P%20500%20and%20Stock%20Markets%20in%20ASEAN_%20A%20Wavelet%20Coherence%20Analysis.pdf
https://eprints.ums.edu.my/id/eprint/33597/2/Co-Movement%20of%20Covid-19%2C%20The%20S%26P%20500%20and%20Stock%20Markets%20in%20ASEAN_%20A%20Wavelet%20Coherence%20Analysis%20_ABSTRACT.pdf

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