Ahmed, Walid M. A.; Sleem, Mohamed A. E. - In: Cogent economics & finance 10 (2022) 1, pp. 1-30
, and kurtosis). With respect to the equity-gold nexus, we find that stock (gold) returns and volatility negatively …Like no other calamitous event in recent memory, the COVID-19 pandemic has plunged the world’s financial system into … examine the multiscale interdependence structure of global equity, gold, and oil markets prior to and following the COVID-19 …
