Does heterogeneity in COVID-19 news affect asset market? : Monte-Carlo simulation based wavelet transform
Year of publication: |
2021
|
---|---|
Authors: | Siddique, Asima ; Kayani, Ghulam Mujtaba ; Ashfaq, Saira |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 10, Art.-No. 463, p. 1-16
|
Subject: | bitcoin | COVID-19 news | green bonds | wavelet approach | Coronavirus | Zustandsraummodell | State space model | Ankündigungseffekt | Announcement effect | Simulation | Wirkungsanalyse | Impact assessment | Anleihe | Bond | Monte-Carlo-Simulation | Monte Carlo simulation | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14100463 [DOI] hdl:10419/258567 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Abakah, Emmanuel Joel Aikins, (2021)
-
Naifar, Nader, (2023)
-
Stochastic conditional duration model with intraday seasonality and limit order book information
Toyabe, Tomoki, (2022)
- More ...
-
Siddique, Asima, (2021)
-
Anas, Muhammad, (2020)
-
Kayani, Ghulam Mujtaba, (2022)
- More ...