Volatility Contagion between Crude Oil and G7 Stock Markets in the Light of Trade Wars and COVID-19: An Application Based on the TVP-VAR Extended Joint Connectedness Approach

D. Gabauer, I. Chatziantoniou, C. Floros. Volatility Contagion between Crude Oil and G7 Stock Markets in the Light of Trade Wars and COVID-19: An Application Based on the TVP-VAR Extended Joint Connectedness Approach. SSRN, DOI https://dx.doi.org/10.2139/ssrn.3929734, 9, 2021.

Autoren
  • David Gabauer
  • Ioannis Chatziantoniou
  • Christos Floros
TypArtikel
JournalSSRN
DOIhttps://dx.doi.org/10.2139/ssrn.3929734
Monat9
Jahr2021