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Connectedness of COVID vaccination with economic policy uncertainty, oil, bonds, and sectoral equity markets: evidence from the US

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Bibliographic Details
Main Authors: Imran, Yousaf, Saba, Qureshi, Fiza, Qureshi
Format: Book
Language:English
Published: Springer 2023
Subjects:
COVID vaccination
frequency domain
Online Access:https://link.springer.com/article/10.1007/s10479-023-05267-9
https://dlib.phenikaa-uni.edu.vn/handle/PNK/8408
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spelling oai:localhost:PNK-84082023-05-05T06:41:35Z Connectedness of COVID vaccination with economic policy uncertainty, oil, bonds, and sectoral equity markets: evidence from the US Imran, Yousaf Saba, Qureshi Fiza, Qureshi COVID vaccination frequency domain CC BY We examine the connectedness of the COVID vaccination with the economic policy uncertainty, oil, bonds, and sectoral equity markets in the US within time and frequency domain. The wavelet-based findings show the positive impact of COVID vaccination on the oil and sector indices over various frequency scales and periods. The vaccination is evidenced to lead the oil and sectoral equity markets. More specifically, we document strong connectedness of vaccinations with communication services, financials, health care, industrials, information technology (IT) and real estate equity sectors. However, weak interactions exist within the vaccination–IT-services and vaccination–utilities pairs. Moreover, the effect of vaccination on the Treasury bond index is negative, whereas the economic policy uncertainty shows an interchanging lead and lag relation with vaccination. 2023-05-05T06:41:34Z 2023-05-05T06:41:34Z 2023 Book https://link.springer.com/article/10.1007/s10479-023-05267-9 https://dlib.phenikaa-uni.edu.vn/handle/PNK/8408 en application/pdf Springer
institution Digital Phenikaa
collection Digital Phenikaa
language English
topic COVID vaccination
frequency domain
spellingShingle COVID vaccination
frequency domain
Imran, Yousaf
Saba, Qureshi
Fiza, Qureshi
Connectedness of COVID vaccination with economic policy uncertainty, oil, bonds, and sectoral equity markets: evidence from the US
description CC BY
format Book
author Imran, Yousaf
Saba, Qureshi
Fiza, Qureshi
author_facet Imran, Yousaf
Saba, Qureshi
Fiza, Qureshi
author_sort Imran, Yousaf
title Connectedness of COVID vaccination with economic policy uncertainty, oil, bonds, and sectoral equity markets: evidence from the US
title_short Connectedness of COVID vaccination with economic policy uncertainty, oil, bonds, and sectoral equity markets: evidence from the US
title_full Connectedness of COVID vaccination with economic policy uncertainty, oil, bonds, and sectoral equity markets: evidence from the US
title_fullStr Connectedness of COVID vaccination with economic policy uncertainty, oil, bonds, and sectoral equity markets: evidence from the US
title_full_unstemmed Connectedness of COVID vaccination with economic policy uncertainty, oil, bonds, and sectoral equity markets: evidence from the US
title_sort connectedness of covid vaccination with economic policy uncertainty, oil, bonds, and sectoral equity markets: evidence from the us
publisher Springer
publishDate 2023
url https://link.springer.com/article/10.1007/s10479-023-05267-9
https://dlib.phenikaa-uni.edu.vn/handle/PNK/8408
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score 8.889492

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