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The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets

This paper examines the causal relationship between crude oil and gold spot prices to assess how the economic impact of COVID-19 has affected them. We analyze West Texas Light crude oil (WTI) and gold prices from January 4, 2010, to May 4, 2020. We detect common periods of mild explosivity in WTI an...

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Detalhes bibliográficos
Publicado no:Financ Res Lett
Main Authors: Gharib, Cheima, Mefteh-Wali, Salma, Jabeur, Sami Ben
Formato: Artigo
Idioma:Inglês
Publicado em: Elsevier Inc. 2021
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7385502/
https://ncbi.nlm.nih.gov/pubmed/32837382
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.frl.2020.101703
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