Does the source of uncertainty matter? : the impact of financial, newspaper and Twitter-based measures on U.S. banks
Stephan Bales, Kaspar Burghartz, Hans-Peter Burghof, Lukas Hitz
| Year of publication: |
2023
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|---|---|
| Authors: | Bales, Stephan ; Burghartz, Kaspar ; Burghof, Hans-Peter ; Hitz, Lukas |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 65.2023, p. 1-16
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| Subject: | Bank returns | Policy uncertainty | Twitter uncertainty | VIX | Wavelets | Risiko | Risk | USA | United States | Bank | Zeitung | Newspaper | Kapitaleinkommen | Capital income | Volatilität | Volatility | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2023.101927 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014432626