Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic
<p dir="ltr">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 pandemi...
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| Main Author: | Noureddine Benlagha (17269114) (author) |
|---|---|
| Other Authors: | Salaheddine El Omari (17269117) (author) |
| Published: |
2022
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| Subjects: | |
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