Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty

This paper examines the static and dynamic return and volatility connectedness among Islamic equity indices and a Coronavirus coverage index over the ongoing COVID-19 pandemic crisis. We employ ten major sectoral equity indices covering main economic sectors and the Coronavirus media coverage index...

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Detalles Bibliográficos
Autores principales: Umar, Zaghum, Mokni, Khaled, Escribano, Ana
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9520133/
http://dx.doi.org/10.1016/j.pacfin.2022.101851

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9520133/
http://dx.doi.org/10.1016/j.pacfin.2022.101851

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