Do stock market fear and economic policy uncertainty co-move with COVID-19 fear? : evidence from the US and UK
Year of publication: |
2023
|
---|---|
Authors: | Rubbaniy, Ghulame ; Khalid, Ali Awais ; Tessema, Abiot Mindaye ; Baqrain, Abdelrahman |
Published in: |
Studies in economics and finance. - Bingley : Emerald, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 40.2023, 1, p. 192-212
|
Subject: | COVID-19 | COVID-19 fear index | COVID-19 health-based fear index | EPU | IDEMVI | Implied volatility index | Wavelet | Wavelet coherence | Coronavirus | Volatilität | Volatility | USA | United States | Aktienindex | Stock index | Wirkungsanalyse | Impact assessment | Aktienmarkt | Stock market | Welt | World | Index | Index number | Zustandsraummodell | State space model | Indexberechnung | Index construction | Index-Futures | Index futures |
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