doi.org/10.1016/j.irfa.2021.101730

Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak

Ngô Thái Hưng
21
,
Xuan Vinh Vo
62
International Review of Financial Analysis9.80
Volume: 76, Pages: 101730 - 101730
Published: Mar 10, 2021
Paper Fields
Paper Details
Title
Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak
DOI
doi.org/10.1016/j.irfa.2021.101730
Published Date
Mar 10, 2021
Journal
International Review of Financial Analysis
Volume
76
Pages
101730 - 101730
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