Cargando…
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...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
The Author(s). Published by Elsevier Inc.
2022
|
| Materias: | |
| 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 |