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Likewise, for the medium duration, Islamic stock returns revealed various episodes of correlation during the third quarter of This table shows pairwise unconditional volatilities Standard Errors and unconditional correlation between two investable assets for the sample periods. In all cases, correlation during the COVID period increases sharply for 8�16 days holding period, consequently revealing the increased strength of cross-market linkages during the COVID pandemic. How has the relationship between oil and the US stock market changed after the Covid crisis? Before COVID, the correlation of DJI a conventional stock index with other major investable assets except oil is negative across the investment horizons except at 32�64 days, which supports the results of the t -DCC.

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