Connectedness of COVID vaccination with economic policy uncertainty, oil, bonds, and sectoral equity markets: evidence from the US
CC BY
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| Định dạng: | Sách |
| Ngôn ngữ: | English |
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Springer
2023
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| Truy cập trực tuyến: | https://link.springer.com/article/10.1007/s10479-023-05267-9 https://dlib.phenikaa-uni.edu.vn/handle/PNK/8408 |
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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 |
| _version_ |
1765083415307091968 |
| score |
8.887836 |