Contagion effects among stock markets, treasury bill, petroleum, gold, and cryptocurrency during the COVID-19 pandemic: a dynamic conditional correlation approach

DOI10.1007/978-3-030-77094-5_40zbMath1495.62103OpenAlexW3184223696MaRDI QIDQ2086230

Paravee Maneejuk, Worrawat Saijai, Songsak Sriboonchitta

Publication date: 25 October 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-77094-5_40

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Uses Software

• BayesDA

Cites Work

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• ‘Slow-burn’ spillover and ‘fast and furious’ contagion: a study of international stock markets
• The ASA Statement on p-Values: Context, Process, and Purpose

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