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How does the crisis of the COVID-19 pandemic affect the interactions between the stock, oil, gold, currency, and cryptocurrency markets?

This study examines how the COVID-19 pandemic crisis affects the interactions between the stock, oil, gold, currency, and cryptocurrency markets. The impacts of the COVID-19 pandemic crisis on the optimal asset allocation and optimal hedged strategy are also discussed. Empirical results show that th...

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Detalles Bibliográficos
Autores principales: Su, Jung-Bin, Kao, Yu-Sheng
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Frontiers Media S.A. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9748152/
https://www.ncbi.nlm.nih.gov/pubmed/36530679
http://dx.doi.org/10.3389/fpubh.2022.933264