Who's behind the wheel? : the role of social and media news in driving the stock-bond correlation
Mohammad Alomari, Abdel Razzaq Al rababa'a, Ghaith El-Nader, Ahmad Alkhataybeh
| Year of publication: |
2021
|
|---|---|
| Authors: | Alomari, Mohammad ; Al Rababa'a, Abdel Razzaq ; El-Nader, Ghaith ; Alkhataybeh, Ahmad |
| Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 57.2021, 3, p. 959-1007
|
| Subject: | Stock-bond correlation | Sentiment | News | Social media | Value-at-risk | Time-scale | Social Web | Social web | Korrelation | Correlation | Aktienmarkt | Stock market | Rentenmarkt | Bond market | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-021-00967-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012620029