How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test

The causal relationship between gold and stocks has been widely studied, while their causality and the long- and short-run characteristic of this relationship have not been examined under different shocks. The purpose of this paper is to fill this gap. Meanwhile, considering the impact of the COVID-...

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Detalles Bibliográficos
Autores principales: Hong, Yanran, Ma, Feng, Wang, Lu, Liang, Chao
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9240099/
https://www.ncbi.nlm.nih.gov/pubmed/35782489
http://dx.doi.org/10.1016/j.resourpol.2022.102859

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9240099/
https://www.ncbi.nlm.nih.gov/pubmed/35782489
http://dx.doi.org/10.1016/j.resourpol.2022.102859

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