How does the crisis of the COVID-19 pandemic affect the interactions between the stock, oil, gold, currency, and cryptocurrency markets?

This study examines how the COVID-19 pandemic crisis affects the interactions between the stock, oil, gold, currency, and cryptocurrency markets. The impacts of the COVID-19 pandemic crisis on the optimal asset allocation and optimal hedged strategy are also discussed. Empirical results show that th...

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Xehetasun bibliografikoak
Egile Nagusiak: Jung-Bin Su (Egilea), Yu-Sheng Kao (Egilea)
Formatua: Liburua
Argitaratua: Frontiers Media S.A., 2022-11-01T00:00:00Z.
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