Co-movement of covid-19, the S&P 500 and stock markets in ASEAN: A wavelet coherence analysis

This study examined the co-movement of ASEAN stock markets, COVID-19 cases/deaths, and the United States (US) stock market using wavelet coherence analysis. The findings revealed that the US stock market remained significantly dominant and was more influential to the ASEAN market. Nevertheless, cohe...

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Bibliographic Details

Main Authors:	Lee Zhun Hoong, Wong Hock Tsen, Saizal Pinjaman, Kasim Mansur
Format:	Article
Language:	en en
Published:	OMICS Publishing 2022
Subjects:	HG4900-5993 By region or country QA299.6-433 Analysis
Online Access:	https://eprints.ums.edu.my/id/eprint/33626/1/Co-movement%20of%20covid-19%2C%20the%20S%26P%20500%20and%20stock%20markets%20in%20ASEAN%2C%20A%20wavelet%20coherence%20analysis.ABSTRACT.pdf https://eprints.ums.edu.my/id/eprint/33626/2/Co-movement%20of%20covid-19%2C%20the%20S%26P%20500%20and%20stock%20markets%20in%20ASEAN%2C%20A%20wavelet%20coherence%20analysis.pdf https://eprints.ums.edu.my/id/eprint/33626/ http://www.ijem.upm.edu.my/vol16no1/8.%20Co-Movement%20of%20Covid-19.pdf
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