The unprecedented reaction of equity and commodity markets to COVID-19

Registro completo de metadados
MetadadosDescriçãoIdioma
Autor(es): dc.creatorBen Amar, Amine-
Autor(es): dc.creatorBelaid, Fateh-
Autor(es): dc.creatorBen Youssef, Adel-
Autor(es): dc.creatorChiao, Benjamin-
Autor(es): dc.creatorGuesmi, Khaled-
Data de aceite: dc.date.accessioned2026-02-09T11:14:53Z-
Data de disponibilização: dc.date.available2026-02-09T11:14:53Z-
Data de envio: dc.date.issued2020-11-17-
Data de envio: dc.date.issued2020-11-17-
Data de envio: dc.date.issued2019-
Fonte completa do material: dc.identifierhttps://repositorio.ufla.br/handle/1/45551-
Fonte completa do material: dc.identifierhttps://www.sciencedirect.com/science/article/pii/S1544612320316676#!-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/capes/1136792-
Descrição: dc.descriptionUsing a drifting spillover index approach (Diebold and Yilmaz, 2012) and a continuous time-frequency tool (Torrence and Webster, 1999), this paper attempts an empirical investigation of the spillovers and co-movements among commodity and stock prices in the major oil-producing and consuming countries. While our results point to the existence of a significant interdependence among the markets considered, Chinese and Saudi Arabian stock markets seem to be weakly integrated into the world market. Moreover, the spillovers are time-varying and reached their highest levels during the COVID-19 medical shock.-
Idioma: dc.languageen-
Publicador: dc.publisherElsevier-
Direitos: dc.rightsrestrictAccess-
???dc.source???: dc.sourceFinance Research Letters-
Palavras-chave: dc.subjectCOVID-19-
Palavras-chave: dc.subjectCoronavirus-
Palavras-chave: dc.subjectSARS-CoV-2-
Palavras-chave: dc.subjectStock markets-
Palavras-chave: dc.subjectSpillover index-
Palavras-chave: dc.subjectCross-wavelet coherence-
Palavras-chave: dc.subjectMercado de ações-
Palavras-chave: dc.subjectÍndice de transbordamento-
Palavras-chave: dc.subjectCoerência entre ondas-
Título: dc.titleThe unprecedented reaction of equity and commodity markets to COVID-19-
Tipo de arquivo: dc.typeArtigo-
Aparece nas coleções:Repositório Institucional da Universidade Federal de Lavras (RIUFLA)

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