Co-movement of covid-19, the S&P 500 and stock markets in ASEAN: A wavelet coherence analysis
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...
| Những tác giả chính: | , , , |
|---|---|
| Định dạng: | Bài viết |
| Ngôn ngữ: | English English |
| Được phát hành: |
OMICS Publishing
2022
|
| Những chủ đề: | |
| Truy cập trực tuyến: | https://eprints.ums.edu.my/id/eprint/33626/1/Co-movement%20of%20covid-19%2C%20the%20S%26P%20500%20and%20stock%20markets%20in%20ASEAN%2C%20A%20wavelet%20coherence%20analysis.ABSTRACT.pdf https://eprints.ums.edu.my/id/eprint/33626/2/Co-movement%20of%20covid-19%2C%20the%20S%26P%20500%20and%20stock%20markets%20in%20ASEAN%2C%20A%20wavelet%20coherence%20analysis.pdf |
Internet
https://eprints.ums.edu.my/id/eprint/33626/1/Co-movement%20of%20covid-19%2C%20the%20S%26P%20500%20and%20stock%20markets%20in%20ASEAN%2C%20A%20wavelet%20coherence%20analysis.ABSTRACT.pdfhttps://eprints.ums.edu.my/id/eprint/33626/2/Co-movement%20of%20covid-19%2C%20the%20S%26P%20500%20and%20stock%20markets%20in%20ASEAN%2C%20A%20wavelet%20coherence%20analysis.pdf