Konu "Dcc-Garch" için İktisadi ve İdari Bilimler Fakültesi Koleksiyonu listeleme
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Impact of the COVID-19 pandemic on return and risk transmission between oil and precious metals: Evidence from DCC-GARCH model
(Elsevier Sci Ltd, 2022)It is frequently discussed in the literature that the correlation between low-correlation assets under ordinary market conditions may increase during crisis periods. To contribute to the ongoing debates, this paper empirically ...