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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...
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| Pubblicato in: | Int Rev Financ Anal |
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| Autori principali: | , |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Elsevier Inc.
2021
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| Soggetti: | |
| Accesso online: | 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 |
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