Investigating the nexus between European major and sectoral stock indices, gold and oil during the COVID-19 pandemic

This paper investigates the dynamic conditional linkages between the Eurostoxx50, and the Eurostoxx600 and its sub-indices with COVID-19 deaths, gold, and crude oil. The Dynamic Conditional Correlations (DCC) methodology is employed and the period examined spans from 22 January 2020 until 10 July 20...

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Detalles Bibliográficos
Autor principal: Kyriazis, Νikolaos A.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2021
Materias:
Original Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7988643/
https://www.ncbi.nlm.nih.gov/pubmed/34778827
http://dx.doi.org/10.1007/s43546-021-00060-x

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7988643/
https://www.ncbi.nlm.nih.gov/pubmed/34778827
http://dx.doi.org/10.1007/s43546-021-00060-x

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