How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques

With many commodity and financial markets reportedly experiencing poor performances during this COVID-19 pandemic, this study intends to examine the effect of the pandemic on the connectedness among the markets. There are several reasons that suggest that apart from the pandemic affecting the perfor...

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Detalles Bibliográficos
Autores principales: Adekoya, Oluwasegun B., Oliyide, Johnson A.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7572357/
https://www.ncbi.nlm.nih.gov/pubmed/34173426
http://dx.doi.org/10.1016/j.resourpol.2020.101898

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7572357/
https://www.ncbi.nlm.nih.gov/pubmed/34173426
http://dx.doi.org/10.1016/j.resourpol.2020.101898

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