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COVID-19, stock market and sectoral contagion in US: a time-frequency analysis

We assess the conditional relationship in the time-frequency domain between the return on S&P 500 and confirmed cases and deaths by COVID-19 in Hubei, China, countries with record deaths and the world, for the period from January 29 to June 30, 2020. Methodologically, we follow Aguiar-Conraria e...

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Bibliografiska uppgifter
I publikationen:Res Int Bus Finance
Huvudupphovsmän: Matos, Paulo, Costa, Antonio, da Silva, Cristiano
Materialtyp: Artigo
Språk:Inglês
Publicerad: Elsevier B.V. 2021
Ämnen:
Länkar:https://ncbi.nlm.nih.gov/pmc/articles/PMC7872840/
https://ncbi.nlm.nih.gov/pubmed/33583992
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.ribaf.2021.101400
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