An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis.

Technol Forecast Soc Change · 2022 · PMC9334009 · PMID 35919892

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a decreasing trendno p-value reported

Subsequently, there is a decreasing trend in the TCI, which reaches a trough at the end of 2021.

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