Extreme state media reporting and the extreme stock market during COVID-19 : a multi-quantile VaR Granger causality approach in China
Year of publication: |
2024
|
---|---|
Authors: | Hong, Yun ; Jiang, Yanhui ; Su, Xiaojian ; Deng, Chao |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 67.2024, 1, Art.-No. 102143, p. 1-24
|
Subject: | Extreme risk | Ownership | State media | Stock market | VaR granger causality | Kausalanalyse | Causality analysis | Aktienmarkt | VAR-Modell | VAR model | Börsenkurs | Share price | Coronavirus | China |
-
Deng, Chao, (2023)
-
Ul Haq, Naveed, (2021)
-
Forex and financial markets dynamics : a case of China and ASEAN
Akram, Mohammad Uzair, (2020)
- More ...
-
Deng, Chao, (2023)
-
Do the Renminbi and Hong Kong dollar bubbles interact?
Su, Xiaojian, (2020)
-
Do the Renminbi and Hong Kong dollar bubbles interact?
Su, Xiaojian, (2022)
- More ...