Measures of volatility, crises, sentiment and the role of U.S. "fear" index (VIX) on herding in BRICS (2007-2021)
Year of publication: |
2022
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Authors: | Zhang, Hang ; Giouvris, Evangelos |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 15.2022, 3, Art.-No. 134, p. 1-42
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Subject: | herding | volatility | sentiment | principal component | crises | COVID | U.S. ‘fear’ | BRICS | Volatilität | Volatility | Herdenverhalten | Herding | USA | United States | BRICS-Staaten | BRICS countries | Anlageverhalten | Behavioural finance | Coronavirus | Finanzkrise | Financial crisis | Wirtschaftskrise | Economic crisis |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm15030134 [DOI] hdl:10419/258857 [Handle] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; g41 |
Source: | ECONIS - Online Catalogue of the ZBW |
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