We examine the risk transmission from the COVID-19 to metal (precious and industrial) and energy markets using the BEKK-MGARCH model. The findings reveal the significant and negative volatility transmission from the COVID-19 to gold, palladium, and brent oil markets, suggesting the safe-haven...

This study examines the time-frequency causal link between economic policy uncertainty and inflation in Japan while answering the following questions: (i) is there any causal link between economic policy uncertainty and inflation in Japan? (ii) if yes, in which direction(s)? To the best of our...