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...

The objective of this study is to create optimal two-asset portfolios consisting of stocks from Western Europe, the United States, and the BRICS (Brazil, China, India, Russia, and South Africa), as well as sixteen commodity types during the BREXIT period. We utilized dynamic variances and...