The unprecedented reaction of equity and commodity markets to COVID-19

Using a drifting spillover index approach (Diebold and Yilmaz, 2012) and a continuous time-frequency tool (Torrence and Webster, 1999), this paper attempts an empirical investigation of the spillovers and co-movements among commodity and stock prices in the major oil-producing and consuming countrie...

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Detalles Bibliográficos
Autores principales: Amar, Amine Ben, Belaid, Fateh, Youssef, Adel Ben, Chiao, Benjamin, Guesmi, Khaled
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9761192/
https://www.ncbi.nlm.nih.gov/pubmed/36569653
http://dx.doi.org/10.1016/j.frl.2020.101853

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9761192/
https://www.ncbi.nlm.nih.gov/pubmed/36569653
http://dx.doi.org/10.1016/j.frl.2020.101853

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