Impact of the COVID-19 pandemic on return and risk transmission between oil and precious metals: Evidence from DCC-GARCH model

It is frequently discussed in the literature that the correlation between low-correlation assets under ordinary market conditions may increase during crisis periods. To contribute to the ongoing debates, this paper empirically examines risk transmission between oil and precious metal markets induced...

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Detalles Bibliográficos
Autores principales: Yıldırım, Durmuş Çağrı, Esen, Ömer, Ertuğrul, Hasan Murat
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9385730/
https://www.ncbi.nlm.nih.gov/pubmed/35996599
http://dx.doi.org/10.1016/j.resourpol.2022.102939

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9385730/
https://www.ncbi.nlm.nih.gov/pubmed/35996599
http://dx.doi.org/10.1016/j.resourpol.2022.102939

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