Showing 1 - 10 of 53
Persistent link: https://www.econbiz.de/10014451483
Persistent link: https://www.econbiz.de/10013477423
This paper explores the impact of Kodak’s announcements of ventures into the cryptocurrency and pharmaceutical industries on market sentiment and investor emotions. Evaluating social media data using novel sentiment analysis techniques, we find that emotions such as excitement, mania, anxiety,...
Persistent link: https://www.econbiz.de/10014352977
We investigate the volatility connectedness between US green bonds and several major traditional financial market volatility indices by applying a novel TVP-VAR frequency connectedness methodology. This paper aims to explore the specific role that the US green bond market possesses during three...
Persistent link: https://www.econbiz.de/10014354015
This study investigates the impact of the Russian-Ukraine war on the tail risk connectedness among G7 stock markets using a TVP-VAR frequency connectedness approach and a number of robustness testing procedures. Such work focuses on the dynamics of tail risk connectedness both during the...
Persistent link: https://www.econbiz.de/10014354853
This study provides an in-depth analysis of cryptocurrency research, examining the trends, geographical distribution, and future research directions within this rapidly evolving field. Using a comprehensive dataset, we consider whether such research varies by journal ranking. Our findings reveal...
Persistent link: https://www.econbiz.de/10014354998
Persistent link: https://www.econbiz.de/10014390427
Persistent link: https://www.econbiz.de/10014369416
Persistent link: https://www.econbiz.de/10012668235
Persistent link: https://www.econbiz.de/10012627758