Googling investor's sentiment, financial stress and dynamics of European market indexes : a Markov chain analysis
Fayrouz Souissi, Yousra Trichilli, Mouna Boujelbène-Abbes
| Year of publication: |
2020
|
|---|---|
| Authors: | Souissi, Fayrouz ; Trichilli, Yousra ; Abbes, Mouna Boujelbène |
| Published in: |
International journal of bonds and derivatives. - Olney : Inderscience, ISSN 2050-229X, ZDB-ID 3004039-5. - Vol. 4.2020, 2, p. 152-178
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| Subject: | investor sentiment | financial stress index | Markov switching | BEKK-GARCH | financial market dynamics | Markov-Kette | Markov chain | Anlageverhalten | Behavioural finance | Finanzmarkt | Financial market | Aktienindex | Stock index | Börsenkurs | Share price | Volatilität | Volatility | Finanzkrise | Financial crisis | EU-Staaten | EU countries |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJBD.2020.109354 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012505160