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This study considers the findings of previous research concerning the volatility and correlation transmission between equity and commodity markets and at- tempts to document evidence of contagion between these markets during four crises using the International Capital Asset Pricing Model...
Persistent link: https://www.econbiz.de/10013238840
We investigate the time-varying dynamics of the precious metal markets. We employ a mixed data sampling technique to identify the impact of macroeconomic and financial drivers from G7 and BRICS countries on the daily volatility and pairwise correlation of gold, silver, platinum, and palladium....
Persistent link: https://www.econbiz.de/10013217476
This paper seeks to pattern a non-driven geographical classification of French departmental territorial units based on both mobility behavior and passenger car fleet composition. With no mathematical regression analysis but applying datamining methodology to behavior, consumption and geography...
Persistent link: https://www.econbiz.de/10012853786
Since the waves of financial liberalization in the 1980s, emerging market economies have been accessible to foreign investors. Altogether, they contributed up to 43.8% of the global GDP in 2018, and many of them, such as China, India, Bangladesh, Philippines, Myanmar and Vietnam from 2010 to...
Persistent link: https://www.econbiz.de/10012264773
This paper seeks to pattern a non-driven geographical classification of French departmental territorial units based on both mobility behavior and passenger car fleet composition. With no mathematical regression analysis but applying datamining methodology to behavior, consumption and geography...
Persistent link: https://www.econbiz.de/10012259806
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We apply wavelet method to daily data of COVID-19 world deaths and daily Bitcoin prices from 31th December 2019 to 29th April 2020. We find especially for the period post April 5 that levels of COVID-19 caused a rise in Bitcoin prices. We contribute both to the fast-growing body of work on the...
Persistent link: https://www.econbiz.de/10012834538
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