Covid-19, Investor Sentiment and Contagion Across Stock Markets
This study examines investor sentiment which may trigger contagion in financial markets during the recent Covid-19 outbreak within a DCC-GARCH model. The results show that most of the time-varying correlations have risen after the Covid-19 outbreak until the WHO declared the disease as a global pand...
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| Format: | Article |
| Language: | Turkish |
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Karadeniz Technical University
2021-04-01
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| Series: | Uluslararası Ekonomi ve Yenilik Dergisi |
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| Online Access: | https://dergipark.org.tr/tr/pub/ueyd/issue/58218/874254 |