Dynamics and co-movements between the COVID-19 outbreak and Polish stock market: A dynamic conditional correlation modeling and wavelet coherence analysis Cover

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Dynamics and co-movements between the COVID-19 outbreak and Polish stock market: A dynamic conditional correlation modeling and wavelet coherence analysis

International Journal of Management and Economics

Volume 61 (2025): Issue 5 (December 2025)

By: Aneta Dzik-Walczak and Anna Gaweł

Open Access

|Dec 2025

Authors

Aneta Dzik-Walczak

adzik@wne.uw.edu.pl

Faculty of Economic Sciences University of Warsaw, Warsaw, Poland

Anna Gaweł

PhD student at The SGH Warsaw School of Economics, Warsaw, Poland

DOI: https://doi.org/10.2478/ijme-2025-0023 | Journal eISSN: 2543-5361 | Journal ISSN: 2299-9701

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Language: English

Page range: 26 - 39

Submitted on: Jun 28, 2024

|

Accepted on: Jun 8, 2025

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Published on: Dec 30, 2025

Published by: Warsaw School of Economics

In partnership with: Paradigm Publishing Services

Publication frequency: 4 issues per year

Keywords:

COVID-19 pandemic,

Dynamic conditional correlation,

Wavelet coherence

Related subjects:

Business and economics,

Political economics,

Economic theory, systems and structures,

Business management,

Management accounting, financial controlling, cost calculation, investment

© 2025 Aneta Dzik-Walczak, Anna Gaweł, published by Warsaw School of Economics
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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