Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exporters
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DOI: 10.1016/j.resourpol.2021.102054
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- Mensi, Walid & Gubareva, Mariya & Kang, Sang Hoon, 2024. "Frequency connectedness between DeFi and cryptocurrency markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 12-27.
- Urom, Christian & Ndubuisi, Gideon & Guesmi, Khaled, 2022. "How do financial and commodity markets volatility react to real economic activity?," Finance Research Letters, Elsevier, vol. 47(PB).
- Li, Zijian & Meng, Qiaoyu, 2022. "Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Mensi, Walid & Yousaf, Imran & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
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- Ozcelebi, Oguzhan & Kang, Sang Hoon, 2024. "Extreme connectedness and network across financial assets and commodity futures markets," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
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More about this item
Keywords
Top precious metal importers; Top precious metal exporters; Time-frequency connectedness; Network;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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