Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic

This paper sets out to explore the impact of COVID-19 pandemic on the dynamic connectedness among gold, oil and five leading stock markets by applying a new DCC-GARCH connectedness approach. We find stronger connectedness between these markets during the COVID-19 pandemic than in the pre-pandemic pe...

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Detalles Bibliográficos
Autores principales: Benlagha, Noureddine, Omari, Salaheddine El
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Author(s). Published by Elsevier Inc. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8995523/
https://www.ncbi.nlm.nih.gov/pubmed/35431671
http://dx.doi.org/10.1016/j.frl.2021.102373

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8995523/
https://www.ncbi.nlm.nih.gov/pubmed/35431671
http://dx.doi.org/10.1016/j.frl.2021.102373

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