Shaik, Muneer; Jamil, Syed Ahsan; Hawaldar, Iqbal Thonse; … - In: Cogent economics & finance 11 (2023) 1, pp. 1-14
risk affected the returns on stocks, oil, and gold during the GFC, COVID-19, and Russia-Ukraine war-three disruptive events … indexes are observed to have high variations during GFC, and COVID-19 periods followed by Russia-Ukraine war. We further … investigate the degree of co-movement in frequency and time domains. We observe that GPR has high variations during Russia-Ukraine …