The impact of the COVID-19 pandemic and the Russian invasion of Ukraine on Gold markets
Purpose – The study examines global Gold market performance and correlations between COVID-19, the Russian invasion, inflation, investors’ fear, asymmetric shocks, and the VIX (volatility index) impact on volatility. Research Methodology – This research uses an econometric approach to analyse th...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Vilnius Gediminas Technical University
2024-03-01
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Series: | Business, Management and Economics Engineering |
Subjects: | |
Online Access: | https://jau.vgtu.lt/index.php/BMEE/article/view/19799 |