Cargando…
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...
| Autor principal: | |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Ltd.
2022
|
| Materias: | |
| 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 |