Risk connectedness between crude oil, gold and exchange rates in China: Implications of the COVID-19 pandemic

This study examined the risk connectedness and its asymmetry between oil, gold, and foreign exchange under the realized volatility, spillover index framework, and high-frequency data during the COVID-19 pandemic. It was found that: (1) At the beginning of the pandemic outbreak, the total volatility...

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Detalles Bibliográficos
Autores principales: Xu, Lei, Ma, Xueke, Qu, Fang, Wang, Li
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10183636/
https://www.ncbi.nlm.nih.gov/pubmed/37216048
http://dx.doi.org/10.1016/j.resourpol.2023.103691

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10183636/
https://www.ncbi.nlm.nih.gov/pubmed/37216048
http://dx.doi.org/10.1016/j.resourpol.2023.103691

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