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10.1016/j.ribaf.2021.101400 http://scihub22266oqcxt.onion/10.1016/j.ribaf.2021.101400 33583992!7872840!33583992     free     free     free Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 211.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534       Res+Int+Bus+Finance 2021 ; 57 (ä): 101400 Nephropedia Template TP {{tp|p=33583992|t=2021. COVID-19, stock market and sectoral contagion in US: a time-frequency analysis |pdf=|usr=}}{{33583992}} gab.com Text COVID-19, stock market and sectoral contagion in US: a time-frequency analysis JO: Res Int Bus Finance http://www.kidney.de/pget.php?&tw=1&pmid=33583992 #FOAvip We assess the conditional relationship in the time-frequency domain between the return on S&P 500 and confirmed cases and deaths by COVID-19 in Hubei, China, countries with record deaths and the world, for the period from January 29 to June 30, 2020. Methodologically, we follow Aguiar-Conraria et al. (2018), by using partial coherencies, phase-difference diagrams, and gains. We also perform a parametric test for Granger-causality in quantiles developed by Troster (2018). We find that short-term cycles of deaths in Italy in the first days of March, and soon afterwards, cycles of deaths in the world are able to lead out-of-phase US stock market. We find that low frequency cycles of the US market index in the first half of April are useful to anticipate in an anti-phasic way the cycles of deaths in the US. We also explore sectoral contagion, based on dissimilarities, Granger causality and partial coherencies between S&P sector indices. Our findings, such as the strategic role of the energy sector, which first reacted to the pandemic, or the evidence about predictability of the Telecom cycles, are useful to tell the history of the pass-through of this recent health crises across the sectors of the US economy. Twit Text FOAVip COVID-19, stock market and sectoral contagion in US: a time-frequency analysis ????Res Int Bus Finance http://www.kidney.de/pget.php?&tw=1&pmid=33583992 #FOAvip Twit Text # Free Paper on # # # # # LINK http://www.kidney.de/pget.php?&tw=1&pmid=33583992 #FOAvip English Wikipedia <ref>{{Cite pmid|33583992}}</ref> COVID-19, stock market and sectoral contagion in US: a time-frequency analysis #MMPMID33583992 Matos P; Costa A; da Silva C Res Int Bus Finance 2021[Oct]; 57 (ä): 101400 PMID33583992show ga We assess the conditional relationship in the time-frequency domain between the return on S&P 500 and confirmed cases and deaths by COVID-19 in Hubei, China, countries with record deaths and the world, for the period from January 29 to June 30, 2020. Methodologically, we follow Aguiar-Conraria et al. (2018), by using partial coherencies, phase-difference diagrams, and gains. We also perform a parametric test for Granger-causality in quantiles developed by Troster (2018). We find that short-term cycles of deaths in Italy in the first days of March, and soon afterwards, cycles of deaths in the world are able to lead out-of-phase US stock market. We find that low frequency cycles of the US market index in the first half of April are useful to anticipate in an anti-phasic way the cycles of deaths in the US. We also explore sectoral contagion, based on dissimilarities, Granger causality and partial coherencies between S&P sector indices. Our findings, such as the strategic role of the energy sector, which first reacted to the pandemic, or the evidence about predictability of the Telecom cycles, are useful to tell the history of the pass-through of this recent health crises across the sectors of the US economy. äCOVID-19, stock market and sectoral contagion in US: a time-frequency (epmc).pdf DeepDyve Pubget Overpricing