Faith-based investments and the Covid-19 pandemic : analyzing equity volatility and media coverage time-frequency relations
Zaghum Umar, Mariya Gubareva
| Year of publication: |
2021
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|---|---|
| Authors: | Umar, Zaghum ; Gubareva, Mariya |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 67.2021, p. 1-18
|
| Subject: | Causality | Covid-19 | Co-movements | Coherence | Dow Jones Islamic indices | Islamic stock market | Leads and lags | Phase difference | Social media coverage | Volatility | Wavelet coherence phase-difference | Volatilität | Coronavirus | Aktienmarkt | Stock market | Mediale Berichterstattung | Media coverage | Social Web | Social web | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2021.101571 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013258158