An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis
Year of publication: |
2022
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Authors: | Le Thanh Ha ; Hong-Nham Nguyen Thi |
Published in: |
Technological forecasting & social change : an international journal. - Amsterdam : Elsevier, ISSN 0040-1625, ZDB-ID 280700-2. - Vol. 183.2022, p. 1-15
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Subject: | Covid-19 pandemic | Cryptocurrency, oil prices | Dynamic connectedness | Gold price | Joint connectedness | Coronavirus | Ölpreis | Oil price | Welt | World | Gold | Virtuelle Währung | Virtual currency | Epidemie | Epidemic |
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