The impact of COVID-19 pandemic on the dynamic correlations between gold and U.S. equities: evidence from multifractal cross-correlation analysis

This study exploits multifractal cross-correlation analysis (MFCCA) to investigate the impact of the COVID-19 pandemic on the cross-correlations between gold and U.S. equity markets using 1-min high-frequency data from January 1, 2019, to December 29, 2020. The MFCCA method shows that the pandemic c...

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Detalles Bibliográficos
Autores principales: Maghyereh, Aktham, Abdoh, Hussein, Wątorek, Marcin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Netherlands 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9190462/
https://www.ncbi.nlm.nih.gov/pubmed/35729962
http://dx.doi.org/10.1007/s11135-022-01404-x

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9190462/
https://www.ncbi.nlm.nih.gov/pubmed/35729962
http://dx.doi.org/10.1007/s11135-022-01404-x

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