The aim of this study is to examine an existence of contagion in ASEAN-5 currency markets during COVID-19 period, the type of contagion whether it is pure contagion that happens in the short run only or fundamentals-based contagion in the long run and the country source of this contagion effect....

Using the panel data vector autoregression (PVAR) model, this study examines the correlation between the stock market, gold price and USD exchange rate in the context of the COVID-19 pandemic in 55 Asian and 32 European countries from 11 March 2021 to 29 October 2021. The results of Granger...