The CNN Fear and Greed Index as a predictor of US equity index returns : static and time-varying Granger causality
Hugh Farrell, Fergal O'Connor
| Year of publication: |
2025
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|---|---|
| Authors: | Farrell, Hugh ; O'Connor, Fergal A. |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 72.2025, Art.-No. 106492, p. 1-7
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| Subject: | Equity indices | Fear and Greed | Gold | Granger causality | Time-varying Granger causality | Kausalanalyse | Causality analysis | Aktienindex | Stock index | USA | United States | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Index-Futures | Index futures | Volatilität | Volatility | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.106492 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015199848