We examine the evidence of contagion during the pre World War I era and the interwar and contrast our findings with the evidence of contagion from the recent crises in Asia and Latin America. Using we
Resultados dos modelos VAR criados para determinação do efeito overconfidence, e influência do S&P500 e WTI no retorno das ações da Exxon, Chevron, EOG, Conoco e Diamondback
Abstract of associated article: We examine the impact of quantile and interquantile oil price movements on different stock return quantiles by testing the hypothesis of equality in conditional and unc
We investigate the dynamic volatility connectedness of geopolitical risk, stocks, bonds, bitcoin, gold, and oil from January 2018 to April 2022 in this study. We look at connectivity during the Pre-CO
