Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets
Nicholas Apergis, Ioannis Chatziantoniou, David Gabauer
| Year of publication: |
2023
|
|---|---|
| Authors: | Apergēs, Nikolaos ; Chatziantoniou, Ioannis ; Gabauer, David |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 24, p. 2740-2754
|
| Subject: | COVID-19 sentiment news | dynamic connectedness | joint connectedness | tvp-var | volatility indices | Coronavirus | Volatilität | Volatility | Welt | World | Anlageverhalten | Behavioural finance | Ankündigungseffekt | Announcement effect | Schock | Shock | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2104804 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014295269