Dynamic correlations and portfolio implications across stock and commodity markets before and during the COVID-19 era: A key role of gold

Novel Coronavirus (COVID-19) has affected stock markets around the globe, adding serious challenges to asset allocations and hedging strategies. This investigation analyses the dynamic correlations and portfolio implications among the S&P 500 index and various commodities (gold, WTI crude oil, B...

Descripción completa

Detalles Bibliográficos
Autores principales: Liu, Xiaoxing, Shehzad, Khurram, Kocak, Emrah, Zaman, Umer
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9444507/
https://www.ncbi.nlm.nih.gov/pubmed/36091721
http://dx.doi.org/10.1016/j.resourpol.2022.102985

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9444507/
https://www.ncbi.nlm.nih.gov/pubmed/36091721
http://dx.doi.org/10.1016/j.resourpol.2022.102985

Ejemplares similares