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
Year of publication: |
2024
|
---|---|
Authors: | Li, Yanshuang ; Shi, Yujie ; Shi, Yongdong ; Xiong, Xiong ; Yi, Shangkun |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 94.2024, Art.-No. 103339, p. 1-65
|
Subject: | COVID-19 | Multi-layer network | Panic sentiment | RCEP | Spillovers | Coronavirus | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Aktienmarkt | Stock market |
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