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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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| Vydáno v: | Res Int Bus Finance |
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| Hlavní autoři: | , , |
| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Elsevier B.V.
2021
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| Témata: | |
| On-line přístup: | 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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