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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-...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Ltd.
2022
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| Materias: | |
| 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 |