The COVID-19 global fear index and the predictability of commodity price returns

In this paper, we subject the global fear index (GFI) for the COVID-19 pandemic to empirical scrutiny by examining its predictive power in the predictability of commodity price returns during the pandemic. One of the attractions to the index lies in its coverage as all the countries and by extension...

Descripción completa

Detalles Bibliográficos
Autores principales: Salisu, Afees A., Akanni, Lateef, Raheem, Ibrahim
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2020
Materias:
Full Length Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7373680/
https://www.ncbi.nlm.nih.gov/pubmed/32835013
http://dx.doi.org/10.1016/j.jbef.2020.100383

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7373680/
https://www.ncbi.nlm.nih.gov/pubmed/32835013
http://dx.doi.org/10.1016/j.jbef.2020.100383

Ejemplares similares