Tail-spillover effects between African currencies, bitcoin, gold and oil during two recent black swan events
AbstractSince the onset of the COVID-19 pandemic, African currencies, cryptocurrencies, and commodity markets have undergone significant fluctuations, displaying fat-tail properties that lies at the outer ends of the normal probability curve. The recent Russia-Ukraine war has further disrupted these...
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| Principais autores: | , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Taylor & Francis Group
2024-12-01
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| Series: | Cogent Business & Management |
| Assuntos: | |
| Acceso en liña: | https://www.tandfonline.com/doi/10.1080/23311975.2024.2343411 |
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