[HTML][HTML] Analyzing time–frequency connectedness between cryptocurrencies, stock indices, and benchmark crude oils during the COVID-19 pandemic

MM Ghazani, AAM Malekshah, R Khosravi - Financial Innovation, 2024 - Springer
We used daily return series for three pairs of datasets from the crude oil markets (WTI and
Brent), stock indices (the Dow Jones Industrial Average and S&P 500), and benchmark …

Analyzing time–frequency connectedness between cryptocurrencies, stock indices, and benchmark crude oils during the COVID-19 pandemic

MM Ghazani, AAM Malekshah… - Financial …, 2024 - econpapers.repec.org
We used daily return series for three pairs of datasets from the crude oil markets (WTI and
Brent), stock indices (the Dow Jones Industrial Average and S&P 500), and benchmark …

[HTML][HTML] Analyzing time–frequency connectedness between cryptocurrencies, stock indices, and benchmark crude oils during the COVID-19 pandemic

MM Ghazani, AAM Malekshah… - Financial …, 2024 - jfin-swufe.springeropen.com
We used daily return series for three pairs of datasets from the crude oil markets (WTI and
Brent), stock indices (the Dow Jones Industrial Average and S&P 500), and benchmark …

[PDF][PDF] Analyzing time–frequency connectedness between cryptocurrencies, stock indices, and benchmark crude oils during the COVID‑19 pandemic

MM Ghazani, AAM Malekshah, R Khosravi - 2024 - jfin-swufe.springeropen.com
We used daily return series for three pairs of datasets from the crude oil markets (WTI and
Brent), stock indices (the Dow Jones Industrial Average and S&P 500), and benchmark …