Time-frequency dynamics of financial market stress and global economic uncertainties: evidence from the COVID-19 pandemic

dc.contributor.author	Armah, M.
dc.contributor.author	Amewu, G.
dc.date.accessioned	2023-02-01T20:05:32Z
dc.date.available	2023-02-01T20:05:32Z
dc.date.issued	2022
dc.description	Research Article	en_US
dc.description.abstract	Given the negative effects of the COVID-19 pandemic on world economies, uncertainties are expected to increase during this period. To this end, we examine the time-frequency dynamics of financial market stress and economic uncertainties. We apply in-sample and out-sample namely; bivariate wavelet and quantile causality to accentuate the importance of economic uncertainties and market stress during COVID-19. We find that both in-sample and out-sample for economic uncertainty drive and pose a high risk to the financial market during COVID-19	en_US
dc.identifier.citation	To cite this article: Mohammed Armah & Godfred Amewu (2022): Time-frequency dynamics of financial market stress and global economic uncertainties: evidence from the COVID-19 pandemic, Applied Economics Letters, DOI: 10.1080/13504851.2022.2156465	en_US
dc.identifier.other	https://doi.org/10.1080/13504851.2022.2156465
dc.identifier.uri	http://ugspace.ug.edu.gh:8080/handle/123456789/38545
dc.language.iso	en	en_US
dc.publisher	Applied Economics Letters	en_US
dc.subject	E60	en_US
dc.subject	G10	en_US
dc.subject	G18	en_US
dc.title	Time-frequency dynamics of financial market stress and global economic uncertainties: evidence from the COVID-19 pandemic	en_US
dc.type	Article	en_US

Files

Now showing 1 - 1 of 1

Name:: Timefrequency-dynamics-of-financial-market-stress-and-global-economic-uncertainties-evidence-from-the-COVID19-pandemicApplied-Economics-Letters.pdf
Size:: 4.29 MB
Format:: Adobe Portable Document Format
Description:

Now showing 1 - 1 of 1