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Media coverage of COVID-19 and its relationship with climate change indices: A dynamic connectedness analysis of four pandemic waves
This study explores the impact of the COVID-19 media coverage index (MCI) on the return and volatility connectedness of five MSCI Climate Changes Indices (the USA, Emerging Markets (EMU), Japan, Europe, and the Asia Pacific). The sample period was from 11 March 2020–19 January 2022, divided into sub...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier B.V.
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10062728/ http://dx.doi.org/10.1016/j.jclimf.2023.100010 |