Cargando…
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...
| Autores principales: | , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Ltd.
2023
|
| Materias: | |
| 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 |