From sentiment to systemic risk : information transmission in Asia-Pacific stock markets
Year of publication: |
2022
|
---|---|
Authors: | Mbarki, Imen ; Omri, Abdelwahed ; Naeem, Muhammad Abubakr |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 63.2022, p. 1-24
|
Subject: | COVID-19 | Sentiment | Asia-Pacific | Quantile connectedness | Time-frequency | Aktienmarkt | Stock market | Coronavirus | Asiatisch-pazifischer Raum | Asia-Pacific region | Systemrisiko | Systemic risk | Informationsverbreitung | Information dissemination | Anlageverhalten | Behavioural finance |
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