Pandemic impact on the co-movement and hedging effectiveness of the global futures markets
This paper examines the impact of COVID-19 on five of the world’s most liquid futures markets. The results of our wavelet coherence analysis for spot futures reveal two important findings. First, spot futures coherence movements during the pandemic period are influential at both low and high frequen...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English English |
| Published: |
Taylor & Francis
2023
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/105506/7/105506_Pandemic%20impact%20on%20the%20co-movement.pdf http://irep.iium.edu.my/105506/8/105506_Pandemic%20impact%20on%20the%20co-movement_Scopus.pdf http://irep.iium.edu.my/105506/ https://www.tandfonline.com/doi/full/10.1080/10293523.2023.2185188 |
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| Institution: | Universiti Islam Antarabangsa Malaysia |
| Language: | English English |