Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets
Year of publication: |
2023
|
---|---|
Authors: | Apergēs, Nikolaos ; Chatziantoniou, Ioannis ; Gabauer, David |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 24, p. 2740-2754
|
Subject: | COVID-19 sentiment news | dynamic connectedness | joint connectedness | tvp-var | volatility indices | Coronavirus | Volatilität | Volatility | Welt | World | Ankündigungseffekt | Announcement effect | Wirtschaftsindikator | Economic indicator | Anlageverhalten | Behavioural finance |
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