Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US

In this paper, we explore the dynamics of the return connectedness among major commodity assets (crude oil, gold and corn) and financial assets (stock, bond and currency) in China and the US during recent COVID-19 pandemic by using the time-varying connectedness measurement introduced by Antonakakis...

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Detalles Bibliográficos
Autores principales: Li, Xiafei, Li, Bo, Wei, Guiwu, Bai, Lan, Wei, Yu, Liang, Chao
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8434821/
https://www.ncbi.nlm.nih.gov/pubmed/34539034
http://dx.doi.org/10.1016/j.resourpol.2021.102166

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8434821/
https://www.ncbi.nlm.nih.gov/pubmed/34539034
http://dx.doi.org/10.1016/j.resourpol.2021.102166

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