Show simple item record

AuthorBenlagha, Noureddine
AuthorEl Omari, Salaheddine
Available date2023-01-18T08:39:00Z
Publication Date2022
Publication NameFinance Research Letters
ResourceScopus
URIhttp://dx.doi.org/10.1016/j.frl.2021.102373
URIhttp://hdl.handle.net/10576/38545
AbstractThis 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
Languageen
PublisherElsevier
SubjectConnectedness
COVID-19
Gold
Oil
Stocks
TitleConnectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic
TypeArticle
Volume Number46
dc.accessType Open Access


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record