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