Exploring the co-movements between stock market returns and COVID‑19 pandemic: evidence from wavelet coherence analysis

Ştefan Cristian GherghinaDepartment of Finance, Bucharest University of Economic Studies, Bucharest, RomaniaCorrespondence[email protected]

https://orcid.org/0000-0003-2911-6480

Liliana Nicoleta SimionescuDepartment of Finance, Bucharest University of Economic Studies, Bucharest, Romania

https://orcid.org/0000-0001-5494-5673

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Ahmed Arif, Asif Saeed & Umer Farooq. (2022) The behaviour of forex market during the first and second wave of COVID-19: a wavelet analysis. Applied Economics Letters 29:19, pages 1799-1803.
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Shuzhen Zhu, Zhen He & Suxue Wang. (2021) Research on the Time-Frequency Spillover Effect of High-Frequency Stock Price and Economic Policy Uncertainty. Discrete Dynamics in Nature and Society 2021, pages 1-18.
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Exploring the co-movements between stock market returns and COVID‑19 pandemic: evidence from wavelet coherence analysis

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Exploring the co-movements between stock market returns and COVID‑19 pandemic: evidence from wavelet coherence analysis

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