The contagion of fake news concern and extreme stock market risks during the COVID-19 period
Year of publication: |
2023
|
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Authors: | Hong, Yun ; Qu, Bo ; Yang, Zhuohang ; Jiang, Yanhui |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 1, p. 1-12
|
Subject: | Contagion | Extreme stock market risk | Fake news concern | TVP-VAR model | Börsenkurs | Share price | Aktienmarkt | Stock market | Coronavirus | Ansteckungseffekt | Contagion effect | Volatilität | Volatility | Schätzung | Estimation | Ankündigungseffekt | Announcement effect |
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