Directional spillover effects and time-frequency nexus between oil, gold and stock markets : evidence from pre and during COVID-19 outbreak
Year of publication: |
2021
|
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Authors: | Ngo Thai Hung ; Xuan Vinh Vo |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 76.2021, p. 1-9
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Subject: | COVID-19 | Gold asset | Oil prices | S&P 500 | Spillover index | Wavelet coherence | Coronavirus | Ölpreis | Oil price | Spillover-Effekt | Spillover effect | Gold | Welt | World | Aktienmarkt | Stock market | Volatilität | Volatility |
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