, foreign exchange, and commodity markets. We find that informational spillover comes mainly from volatility indices to … spillover from volatility to the sentiment, but a marginal effect for the opposite direction. The connectedness between … sentiment and volatility increases in turbulent economic periods, such as the Global Financial Crisis, Brexit, the US …

, foreign exchange, and commodity markets. We find that informational spillover comes mainly from volatility indices to … spillover from volatility to the sentiment, but a marginal effect for the opposite direction. The connectedness between … sentiment and volatility increases in turbulent economic periods, such as the Global Financial Crisis, Brexit, the US …

This study examines the impact of investor attention on portfolio volatility and sectoral risk spillovers in Borsa … volatility. This relationship remains robust in long-short portfolios, even after controlling for risk factors in the capital … investor attention intensifies asymmetric conditional volatility in the finance, technology, banking, and mining sectors …