This paper analyzes Lithuania and Hong Kong stock markets in 2020. Daily stock returns are analyzed, indexed change in stock prices over time is compared. Evaluation of Covid-19 is situation, infected people numbers in each country, their changes and all pandemic management are discussed. The wavelet method is used to study the coherence between the return of the state stock index and the number of daily illnesses, as well as the coherence between the Lithuanian (OMX Vilnius) and Hong Kong (HSI) stock indexes, and the coherence between the daily illnesses in both countries
The recent literature shows that COVID-19 has impacted stock markets around the world in many ways. ...
The assessment of the comovement among international stock markets is of key interest, for example, ...
Based on a wavelet analysis, this study investigates the dynamic links between exchange rates and st...
This paper focuses on COVID-19 impact on Lithuanian and Italian stock markets, as well as a correlat...
The global COVID-19 pandemic has caused confusion not only in the lives of individuals, but has also...
The impact investigation of COVID-19 on the Lithuanian and US stock markets with wavelet method
This paper examines the time-frequency relationship between the number of confirmed COVID-19 cases, ...
This study examined the co-movement of ASEAN stock markets, COVID-19 cases/deaths, and the United St...
This study examined the co-movement of ASEAN stock markets, COVID-19 cases/deaths, and the United St...
This study attempts to analyze the time-varying pattern between the exchange rates, stock market ret...
This study aims to investigate the financial contagion during and after Greek Crisis to observe the ...
Stock market, is one of the most important financial market which has a close relationship with a co...
This paper studies the dynamic relationships between the Baltic Dry Index (BDI) and the BRICS stock ...
This paper’s objective is to explore equity market risk and co-movements between the Baltic stock ma...
Our effort is to analyze the effect of the rampant over the economies of 10 affected nations by stud...
The recent literature shows that COVID-19 has impacted stock markets around the world in many ways. ...
The assessment of the comovement among international stock markets is of key interest, for example, ...
Based on a wavelet analysis, this study investigates the dynamic links between exchange rates and st...
This paper focuses on COVID-19 impact on Lithuanian and Italian stock markets, as well as a correlat...
The global COVID-19 pandemic has caused confusion not only in the lives of individuals, but has also...
The impact investigation of COVID-19 on the Lithuanian and US stock markets with wavelet method
This paper examines the time-frequency relationship between the number of confirmed COVID-19 cases, ...
This study examined the co-movement of ASEAN stock markets, COVID-19 cases/deaths, and the United St...
This study examined the co-movement of ASEAN stock markets, COVID-19 cases/deaths, and the United St...
This study attempts to analyze the time-varying pattern between the exchange rates, stock market ret...
This study aims to investigate the financial contagion during and after Greek Crisis to observe the ...
Stock market, is one of the most important financial market which has a close relationship with a co...
This paper studies the dynamic relationships between the Baltic Dry Index (BDI) and the BRICS stock ...
This paper’s objective is to explore equity market risk and co-movements between the Baltic stock ma...
Our effort is to analyze the effect of the rampant over the economies of 10 affected nations by stud...
The recent literature shows that COVID-19 has impacted stock markets around the world in many ways. ...
The assessment of the comovement among international stock markets is of key interest, for example, ...
Based on a wavelet analysis, this study investigates the dynamic links between exchange rates and st...