טוען...
Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany
We analyzed the return and volatility spillover between the COVID-19 pandemic in 2020, the crude oil market, and the stock market by employing two empirical methods for connectedness: the time-domain approach developed by Diebold and Yilmaz (2012) and the method based on frequency dynamics developed...
שמור ב:
| הוצא לאור ב: | Int Rev Financ Anal |
|---|---|
| Main Authors: | , |
| פורמט: | Artigo |
| שפה: | Inglês |
| יצא לאור: |
Elsevier Inc.
2021
|
| נושאים: | |
| גישה מקוונת: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7866850/ https://ncbi.nlm.nih.gov/pubmed/38620728 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.irfa.2021.101702 |
| תגים: |
הוספת תג
אין תגיות, היה/י הראשונ/ה לתייג את הרשומה!
|