Crude oil market and stock markets during the COVID-19 pandemic : evidence from the US, Japan, and Germany
Year of publication: |
2021
|
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Authors: | Zhang, Wenting ; Hamori, Shigeyuki |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 74.2021, p. 1-13
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Subject: | COVID-19 | Crude oil market | Method based on frequency dynamics | Spillover effect | Stock market | Time-domain approach | Coronavirus | Japan | Aktienmarkt | Deutschland | Germany | Ölmarkt | Oil market | USA | United States | Spillover-Effekt | Volatilität | Volatility | Ölpreis | Oil price | Welt | World | Schätzung | Estimation | Börsenkurs | Share price |
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