Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic

This study sets out to provide fresh evidence on the dynamic interrelationships, at both return and volatility levels, between global equity, gold, and energy markets prior to and during the outbreak of the novel coronavirus. We undertake our analysis within a bivariate GARCH(p, q) framework, after...

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Detalles Bibliográficos
Autores principales: Elgammal, Mohammed M., Ahmed, Walid M.A., Alshami, Abdullah
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8418324/
https://www.ncbi.nlm.nih.gov/pubmed/34511700
http://dx.doi.org/10.1016/j.resourpol.2021.102334

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8418324/
https://www.ncbi.nlm.nih.gov/pubmed/34511700
http://dx.doi.org/10.1016/j.resourpol.2021.102334

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