Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets-Reference-Cited by-同舟云学术

Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets

Published:2022-07-28 Issue:24 Volume:55 Page:2740-2754
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Apergis Nicholas¹,Chatziantoniou Ioannis²,Gabauer David³

Affiliation:

1. Department of Banking and Financial Management, University of Piraeus, Piraeus, Greece

2. Department of Accounting and Finance, Laboratory of Accounting and Financial Management - LAFIM, Hellenic Mediterranean University, Heraklion, Greece

3. Data Analysis Systems, Software Competence Center Hagenberg, Hagenberg, Austria

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2022.2104804

Reference64 articles.

1. Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies

2. NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic

3. The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?

4. The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters

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