The connectedness between Twitter uncertainty index and stock return volatility in the G7 countries
Chinmaya Behera and Badri Narayan Rath
| Year of publication: |
2022
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|---|---|
| Authors: | Behera, Chinmaya ; Rath, Badri Narayan |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 20, p. 1876-1879
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| Subject: | dynamic connectedness | G7 countries | stock returns | Twitter uncertainty index | Volatility spillover | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Risiko | Risk | Aktienindex | Stock index | Social Web | Social web | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | ARCH-Modell | ARCH model | G7-Staaten |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2021.1963656 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013412322