Unconditional and conditional analysis between covid-19 cases, temperature, exchange rate and stock markets using wavelet coherence and wavelet partial coherence approaches

Unconditional and conditional analysis between covid-19 cases, temperature, exchange rate and stock markets using wavelet coherence and wavelet partial coherence approaches

This paper examines the time-frequency relationship between the number of confirmed COVID-19 cases, temperature, exchange rates and stock market return in the top-15 most affected countries by the COVID-19 pandemic. We employ Wavelet Coherence and Partial Wavelet Coherence on the daily data from 1st...

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Bibliographic Details
Main Authors: Gagan Deep Sharma, Aviral Kumar Tiwari, Mansi Jain, Anshita Yadav, Burak Erkut
Format: Article
Language:English
Published: Elsevier 2021-02-01
Series:Heliyon
Subjects:
COVID-19
Wavelet coherence
Partial wavelet coherence
Temperature
Stock market return
Exchange rate return
Online Access:http://www.sciencedirect.com/science/article/pii/S2405844021002863

Internet

http://www.sciencedirect.com/science/article/pii/S2405844021002863

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