Price and Volatility Spillovers between Global Equity, Gold, and Energy Markets Prior to and during the COVID-19 Pandemic
Year of publication: |
2020
|
---|---|
Authors: | Elgammal, Mohammed |
Other Persons: | Ahmed, Walid M.A. (contributor) ; Alshami, Abdullah (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Coronavirus | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Energiemarkt | Energy market | Welt | World | Epidemie | Epidemic | Gold |
Extent: | 1 Online-Ressource (49 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 18, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3695075 [DOI] |
Classification: | C22 - Time-Series Models ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; F30 - International Finance. General ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Volatility Spillovers between Major International Financial Markets During the COVID-19 Pandemic
Wang, Dong, (2020)
-
Bond market spillover networks during the global pandemic : what we learned from ASEAN-4 markets
Uddin, Mohammed Gazi Salah, (2023)
-
Feder-Sempach, Ewa, (2024)
- More ...
-
The Information Content of Stock Market Factors
Elgammal, Mohammed, (2017)
-
How Many Factors? Does Adding Momentum and Volatility Improve Performance
Elgammal, Mohammed, (2017)
-
The Impact of Ownership Structure and Corporate Governance on Capital Structure Decisions in the UAE
Elgammal, Mohammed, (2022)
- More ...