Degree and structure of return dependence among commodities, energy stocks and international equity markets during the post-COVID-19 period

This paper examines the safe-haven role of copper, iron, gold, silver, and energy stocks for international equity markets during the COVID-19 pandemic. Specifically, the degree and structure of return dependence at different points of conditional return distributions are examined for the pre-COVID a...

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Detalles Bibliográficos
Autor principal: Azimli, Asil
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8935323/
https://www.ncbi.nlm.nih.gov/pubmed/35340262
http://dx.doi.org/10.1016/j.resourpol.2022.102679

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8935323/
https://www.ncbi.nlm.nih.gov/pubmed/35340262
http://dx.doi.org/10.1016/j.resourpol.2022.102679

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