US banks in the time of COVID-19: fresh insights from the wavelet approach
نویسندگان
چکیده
This study explores the impact of COVID-19, crude oil price, US economic policy uncertainty, baltic dry index, and stock market volatility on bank indices. is conducted based daily data ranging from 21st January 2020 to 30th October 2020. The wavelet coherence analysis suggests that rising COVID-19 cases in have a strong both Also, global influence indices, although it not as cases. Additionally, we found uncertainty imposed negative effect indices this pandemic situation. Moreover, continuous fluctuation price makes banks volatile throughout period.
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ژورنال
عنوان ژورنال: Eurasian Economic Review
سال: 2021
ISSN: ['1309-422X']
DOI: https://doi.org/10.1007/s40822-021-00171-8