1. RI UFLA
  2. Faculdade de Ciências da Saúde - FCS
  3. FCS - Artigos sobre Coronavirus Disease 2019 (COVID-19)
Use este identificador para citar ou linkar para este item: http://repositorio.ufla.br/jspui/handle/1/45551
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Campo DCValorIdioma
dc.creatorBen Amar, Amine-
dc.creatorBelaid, Fateh-
dc.creatorBen Youssef, Adel-
dc.creatorChiao, Benjamin-
dc.creatorGuesmi, Khaled-
dc.date.accessioned2020-11-18T18:35:37Z-
dc.date.available2020-11-18T18:35:37Z-
dc.date.issued2020-
dc.identifier.citationBEN 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.urihttps://www.sciencedirect.com/science/article/pii/S1544612320316676#!pt_BR
dc.identifier.urihttp://repositorio.ufla.br/jspui/handle/1/45551-
dc.description.abstractUsing 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.languageen_USpt_BR
dc.publisherElsevierpt_BR
dc.rightsrestrictAccesspt_BR
dc.sourceFinance Research Letterspt_BR
dc.subjectCOVID-19pt_BR
dc.subjectCoronaviruspt_BR
dc.subjectSARS-CoV-2pt_BR
dc.subjectStock marketspt_BR
dc.subjectSpillover indexpt_BR
dc.subjectCross-wavelet coherencept_BR
dc.subjectMercado de açõespt_BR
dc.subjectÍndice de transbordamentopt_BR
dc.subjectCoerência entre ondaspt_BR
dc.titleThe unprecedented reaction of equity and commodity markets to COVID-19pt_BR
dc.typeArtigopt_BR
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