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What threatens stock markets more - The coronavirus or the hype around it?

We use a linear regularized model with structural changes and found that the coronavirus pandemic had a direct and an indirect effect (via media hype) on stock markets. We reveal a correlation between internet search queries, discussions of the pandemic in the press and social media, and changes in...

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Detalles Bibliográficos
Autores principales: Nepp, Alexander, Okhrin, Ostap, Egorova, Julia, Dzhuraeva, Zarnigor, Zykov, Alexander
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8741485/
http://dx.doi.org/10.1016/j.iref.2021.12.007