Your download is now in progress and you may close this window

Did you know that with a free Taylor & Francis Online account you can gain access to the following benefits?

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Have an account?
Login now Don't have an account?
Register for free

Login or register to access this feature

Have an account?
Login now Don't have an account?
Register for free

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Search in:

Advanced search

Cogent Economics & Finance Volume 10, 2022 - Issue 1

Submit an article Journal homepage

Open access

1,274

Views

CrossRef citations to date

Altmetric

FINANCIAL ECONOMICS

Time-frequency moment interdependence of equity, oil, and gold markets during the COVID-19 pandemic

Walid M. A. Ahmed1 Department of Management, Ahmed Bin Mohammed Military College, P.O. Box 22988, Doha, QatarCorrespondence[email protected]

https://orcid.org/0000-0002-5797-3191 View further author information

Mohamed A.E. Sleem2 Finance Department, School of Management, MSA University, Cairo, EgyptView further author information

Article: 2085292 | Received 29 Jan 2022, Accepted 30 May 2022, Published online: 07 Jun 2022

Cite this article
https://doi.org/10.1080/23322039.2022.2085292
CrossMark

Full Article
Figures & data
References
Citations
Metrics
Licensing
Reprints & Permissions
View PDF PDF View EPUB EPUB

Citations (4)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Articles from other publishers (4)

Emre BULUT & Ahmed İhsan ŞİMŞEK. (2023) The Relationship Between the Stock Market Volatility, Liquidity, Exchange Rate Return, and Stock Return During the COVID-19 Period: The case of the BIST 100 IndexCOVİD-19 Döneminde Hisse Senedi Volatilitesi, Likidite, Döviz Kuru Getirisi Ve Hisse Senedi Getirisi Arasindaki İlişki: BİST-100 Örneği. Bingöl Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 7:1, pages 121-135.
Crossref

Nicholas Apergis. (2023) Realized higher-order moments spillovers across cryptocurrencies. Journal of International Financial Markets, Institutions and Money 85, pages 101763.
Crossref

Jinxin Cui & Aktham Maghyereh. (2023) Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. International Review of Financial Analysis 86, pages 102520.
Crossref

Jinxin Cui & Aktham Maghyereh. (2022) Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic. Financial Innovation 8:1.
Crossref

Share icon
Back to Top

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.

People also read
Recommended articles
Cited by

To cite this article:

Reference style: APA Chicago Harvard

Citation copied to clipboard

Reference styles above use APA (6th edition), Chicago (16th edition) & Harvard (10th edition)

Download citation

Download a citation file in RIS format that can be imported by citation management software including EndNote, ProCite, RefWorks and Reference Manager.

Choose format: RIS BibTex RefWorks Direct Export

Choose options: Citation Citation & abstract Citation & references