FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W4387618806> ?p ?o ?g. }

• W4387618806 endingPage "101866" @default.
• W4387618806 startingPage "101866" @default.
• W4387618806 abstract "In this study, we use the GARCH-MIDAS model and its extensions to provide new insights on the impact of investor sentiment on asset prices focusing on major market indices in Europe and that of USA. Specifically, we account for leverage, thresholds, and structural heterogeneity in the volatility behaviour of the indices. Furthermore, we decompose the total conditional volatility of the indices into short- and long-term components. Our findings indicate that volatility of the sampled indices, at any given period, is notably characterized by the type of news (good/bad), extreme events, and more importantly, investors’ sentiments. We also find that volatility in the United States conveys significant information to the UK and the Euro area. Although the volatility in the UK has little effect on the Euro area, the volatility from the latter however cascades to the UK significantly. Our findings are robust having passed through a battery of diagnostic tests." @default.
• W4387618806 created "2023-10-14" @default.
• W4387618806 creator A5011714729 @default.
• W4387618806 creator A5054610162 @default.
• W4387618806 creator A5065006140 @default.
• W4387618806 creator A5073348020 @default.
• W4387618806 creator A5089605540 @default.
• W4387618806 date "2023-10-01" @default.
• W4387618806 modified "2023-10-15" @default.
• W4387618806 title "Dynamic connectedness between investors’ sentiment and asset prices: A comparison between major markets in Europe and USA" @default.
• W4387618806 cites W1535646322 @default.
• W4387618806 cites W1583013028 @default.
• W4387618806 cites W1966303645 @default.
• W4387618806 cites W1966916709 @default.
• W4387618806 cites W1979575715 @default.
• W4387618806 cites W2000303290 @default.
• W4387618806 cites W2010681793 @default.
• W4387618806 cites W2012364013 @default.
• W4387618806 cites W2032193602 @default.
• W4387618806 cites W2039734130 @default.
• W4387618806 cites W2050255971 @default.
• W4387618806 cites W2064213038 @default.
• W4387618806 cites W2071790265 @default.
• W4387618806 cites W2090149529 @default.
• W4387618806 cites W2090357440 @default.
• W4387618806 cites W2099475915 @default.
• W4387618806 cites W2121151196 @default.
• W4387618806 cites W2125536334 @default.
• W4387618806 cites W2131773668 @default.
• W4387618806 cites W2134183765 @default.
• W4387618806 cites W2143480786 @default.
• W4387618806 cites W2144010262 @default.
• W4387618806 cites W2171468534 @default.
• W4387618806 cites W2194744835 @default.
• W4387618806 cites W2328552751 @default.
• W4387618806 cites W2335713934 @default.
• W4387618806 cites W2468468780 @default.
• W4387618806 cites W2536617736 @default.
• W4387618806 cites W2593438587 @default.
• W4387618806 cites W2626917328 @default.
• W4387618806 cites W2650446535 @default.
• W4387618806 cites W2765119460 @default.
• W4387618806 cites W2804851729 @default.
• W4387618806 cites W2885203629 @default.
• W4387618806 cites W2920869567 @default.
• W4387618806 cites W2927690792 @default.
• W4387618806 cites W2935595597 @default.
• W4387618806 cites W2991727127 @default.
• W4387618806 cites W2997133028 @default.
• W4387618806 cites W3012856531 @default.
• W4387618806 cites W3094392984 @default.
• W4387618806 cites W3119280378 @default.
• W4387618806 cites W3121467893 @default.
• W4387618806 cites W3121541461 @default.
• W4387618806 cites W3121740474 @default.
• W4387618806 cites W3122265940 @default.
• W4387618806 cites W3122268379 @default.
• W4387618806 cites W3122431760 @default.
• W4387618806 cites W3124777358 @default.
• W4387618806 cites W3124986135 @default.
• W4387618806 cites W3125417746 @default.
• W4387618806 cites W3125877842 @default.
• W4387618806 cites W3126027153 @default.
• W4387618806 cites W3136378589 @default.
• W4387618806 cites W3165733632 @default.
• W4387618806 cites W3202341868 @default.
• W4387618806 cites W4236290419 @default.
• W4387618806 cites W4309769555 @default.
• W4387618806 cites W4372219165 @default.
• W4387618806 cites W4376646306 @default.
• W4387618806 doi "https://doi.org/10.1016/j.intfin.2023.101866" @default.
• W4387618806 hasPublicationYear "2023" @default.
• W4387618806 type Work @default.
• W4387618806 citedByCount "0" @default.
• W4387618806 crossrefType "journal-article" @default.
• W4387618806 hasAuthorship W4387618806A5011714729 @default.
• W4387618806 hasAuthorship W4387618806A5054610162 @default.
• W4387618806 hasAuthorship W4387618806A5065006140 @default.
• W4387618806 hasAuthorship W4387618806A5073348020 @default.
• W4387618806 hasAuthorship W4387618806A5089605540 @default.
• W4387618806 hasBestOaLocation W43876188061 @default.
• W4387618806 hasConcept C106159729 @default.
• W4387618806 hasConcept C119857082 @default.
• W4387618806 hasConcept C13290067 @default.
• W4387618806 hasConcept C149782125 @default.
• W4387618806 hasConcept C153083717 @default.
• W4387618806 hasConcept C15744967 @default.
• W4387618806 hasConcept C162324750 @default.
• W4387618806 hasConcept C192620184 @default.
• W4387618806 hasConcept C201943243 @default.
• W4387618806 hasConcept C23922673 @default.
• W4387618806 hasConcept C24189920 @default.
• W4387618806 hasConcept C2985497776 @default.
• W4387618806 hasConcept C41008148 @default.
• W4387618806 hasConcept C44731940 @default.
• W4387618806 hasConcept C542102704 @default.
• W4387618806 hasConcept C556758197 @default.
• W4387618806 hasConcept C91602232 @default.

• next