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Campo DC | Valor | Idioma |
---|---|---|
dc.creator | Ben Amar, Amine | - |
dc.creator | Belaid, Fateh | - |
dc.creator | Ben Youssef, Adel | - |
dc.creator | Chiao, Benjamin | - |
dc.creator | Guesmi, Khaled | - |
dc.date.accessioned | 2020-11-18T18:35:37Z | - |
dc.date.available | 2020-11-18T18:35:37Z | - |
dc.date.issued | 2020 | - |
dc.identifier.citation | BEN AMAR, A. et al. The unprecedented reaction of equity and commodity markets to COVID-19. Finance Research Letters, [S. l.], 2020. DOI: https://doi.org/10.1016/j.frl.2020.101853. | pt_BR |
dc.identifier.uri | https://www.sciencedirect.com/science/article/pii/S1544612320316676#! | pt_BR |
dc.identifier.uri | http://repositorio.ufla.br/jspui/handle/1/45551 | - |
dc.description.abstract | Using 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. | pt_BR |
dc.language | en_US | pt_BR |
dc.publisher | Elsevier | pt_BR |
dc.rights | restrictAccess | pt_BR |
dc.source | Finance Research Letters | pt_BR |
dc.subject | COVID-19 | pt_BR |
dc.subject | Coronavirus | pt_BR |
dc.subject | SARS-CoV-2 | pt_BR |
dc.subject | Stock markets | pt_BR |
dc.subject | Spillover index | pt_BR |
dc.subject | Cross-wavelet coherence | pt_BR |
dc.subject | Mercado de ações | pt_BR |
dc.subject | Índice de transbordamento | pt_BR |
dc.subject | Coerência entre ondas | pt_BR |
dc.title | The unprecedented reaction of equity and commodity markets to COVID-19 | pt_BR |
dc.type | Artigo | pt_BR |
Aparece nas coleções: | FCS - Artigos sobre Coronavirus Disease 2019 (COVID-19) |
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