Capital Market Volatility During Crises: Oil Price Insights, VIX Index, and Gold Price Analysis
The study aims to investigate capital market volatility during crises, exploring the relationships between three key financial indicators: oil prices, the VIX index, and gold prices, using monthly data covering the period from January 2013 to May 2023, based on the Granger causality approach and the...
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Format: | Article |
Language: | English |
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Sciendo
2023-09-01
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Series: | Management şi Marketing |
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Online Access: | https://doi.org/10.2478/mmcks-2023-0016 |