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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Ltd.
2021
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| Materias: | |
| 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 |