Do stock market fear and economic policy uncertainty co-move with COVID-19 fear? : evidence from the US and UK
Ghulame Rubbaniy, Ali Awais Khalid and Abiot Tessema and Abdelrahman Baqrain
| Year of publication: |
2023
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|---|---|
| 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
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| 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 | Aktienmarkt | Stock market | Aktienindex | Stock index | Index | Index number | Index-Futures | Index futures | Wirkungsanalyse | Impact assessment | Wirtschaftspolitik | Economic policy | Großbritannien | United Kingdom | Risiko | Risk | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/SEF-10-2021-0408 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013503892