Covid-19, Dow Jones and equity market movement in ASEAN-5 countries: evidence from wavelet analyses

Covid-19, Dow Jones and equity market movement in ASEAN-5 countries: evidence from wavelet analyses

This study gains insights into what drives the ASEAN-5 equity markets. Using several wavelet approaches, we examine the correlation between the ASEAN-5 equity markets with the daily new Covid-19 cases and the Dow Jones Industrial Average (DowJones), the lead-lag relationships and level of disorder (...

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Bibliographic Details
Main Authors: Kamilah Kamaludin, Sheela Sundarasen, Izani Ibrahim
Format: Article
Language:English
Published: Elsevier 2021-01-01
Series:Heliyon
Subjects:
ASEAN-5 countries
Equity markets
DowJones index
Wavelet analysis
Covid-19
Online Access:http://www.sciencedirect.com/science/article/pii/S2405844020326931

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