The behaviour of forex market during the first and second wave of COVID-19: a wavelet analysis
نویسندگان
چکیده
This study evaluates the behaviour of forex market during first and second wave COVID-19. We have analysed exchange rates CNY, JPY, CHF, GBP in response to daily cases COVID-19 deaths, using Continuous Wavelet Transform Coherence. The results show that has been more aggressive. relationship new deaths significant negative with currencies are considered safe havens severely affected by wave.
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ژورنال
عنوان ژورنال: Applied Economics Letters
سال: 2021
ISSN: ['1350-4851', '1466-4291']
DOI: https://doi.org/10.1080/13504851.2021.1962508