Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries-Reference-Cited by-同舟云学术

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Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries

Published:2024-07 Issue: Volume:94 Page:103339
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Li Yanshuang,Shi Yujie,Shi Yongdong,Xiong Xiong,Yi Shangkun

Publisher

Elsevier BV

Reference111 articles.

1. Economic sanctions news sentiments and global stock markets during the Russia-Ukraine conflict;Abakah;Journal of International Financial Markets, Institutions and Money,2023

2. What caused global stock market meltdown during the COVID pandemic–Lockdown stringency or investor panic?;Aggarwal;Finance Research Letters,2021

3. The world uncertainty index (No. w29763);Ahir,2022

4. COVID–19 media coverage and ESG leader indices;Akhtaruzzaman;Finance Research Letters,2022

5. Do investor sentiments drive cryptocurrency prices?;Akyildirim;Economics Letters,2021

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