Time-frequency moment interdependence of equity, oil, and gold markets during the COVID-19 pandemic
<p dir="ltr">Like no other calamitous event in recent memory, the COVID-19 pandemic has plunged the world’s financial system into disarray, triggering systemic risk spillovers across markets. In this study, we use 5-minute index futures price data to examine the multiscale interdepen...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Published: |
2022
|
| Subjects: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|