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Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic
This paper examines price-switching spillovers between the US and Chinese stock, crude oil, and gold futures markets before and during the COVID-19 pandemic. Using a Markov-switching vector autoregressive model, we show that stock markets were mainly influenced by their own shocks, with effects that...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Ltd.
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9758278/ https://www.ncbi.nlm.nih.gov/pubmed/36567727 http://dx.doi.org/10.1016/j.resourpol.2021.102217 |