Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic
Author | Benlagha, Noureddine |
Author | El Omari, Salaheddine |
Available date | 2023-01-18T08:39:00Z |
Publication Date | 2022 |
Publication Name | Finance Research Letters |
Resource | Scopus |
Abstract | This paper sets out to explore the impact of COVID-19 pandemic on the dynamic connectedness among gold, oil and five leading stock markets by applying a new DCC-GARCH connectedness approach. We find stronger connectedness between these markets during the COVID-19 pandemic than in the pre-pandemic period. We also find that during this pandemic, gold is a receiver of shocks from the five stock markets, whereas the oil is a net transmitter of shocks. 2021 |
Language | en |
Publisher | Elsevier |
Subject | Connectedness COVID-19 Gold Oil Stocks |
Type | Article |
Volume Number | 46 |
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COVID-19 Research [809 items ]
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Finance & Economics [400 items ]