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