Exchange Rate, COVID-19, and Stock Returns in Africa: Insights from Time-Frequency Domain
We examine the co-movement between exchange rate (EXR) returns and stock (STK) returns in Africa amid COVID-19 in a time and frequency domain. Therefore, we employ the bi- and partial wavelet and the wavelet multiple correlation techniques using daily data from 13 February 2013 to 6 May 2021. Our fi...
Uloženo v:
| Hlavní autoři: | , , , , , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Wiley
2022-01-01
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| Edice: | Discrete Dynamics in Nature and Society |
| On-line přístup: | http://dx.doi.org/10.1155/2022/4372808 |
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