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You sneeze, and the markets are paranoid: the fear, uncertainty and distress sentiments impact of the COVID-19 pandemic on the stock–bond correlation
16 references·0 citing·46 second hop
You sneeze, and the markets are paranoid: the fear, uncertainty and distress sentiments impact of the COVID-19 pandemic on the stock–bond correlation (2022)You sneeze, and the markets are paranoid:…Financial contagion during COVID–19 crisis (2020)Financial contagion during CO…COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)COVID-19 pandemic, oil prices…COVID-19 and finance: Agendas for future research (2020)COVID-19 and finance: Agendas…Sentiment During Recessions (2012)Sentiment During RecessionsThe Determinants of Stock and Bond Return Comovements (2010)The Determinants of Stock and…Sentiment and stock prices: The case of aviation disasters (2009)Sentiment and stock prices: T…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Collective Risk Management in a Flight to Quality Episode (2007)Collective Risk Management in…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns (2006)An econometric model of nonli…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity (2001)The New Econometrics of Struc…Has the U.S. Economy Become More Stable? 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References

  • 2002Dynamic Conditional Correlation7,126 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
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  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1994Autoregressive conditional heteroskedasticity and changes in regime1,835 cited
  • 2020COVID-19 and finance: Agendas for future research1,596 cited
  • 2020COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach1,488 cited
  • 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
  • 2012Sentiment During Recessions1,156 cited
  • 2020Financial contagion during COVID–19 crisis937 cited
  • 2001The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity853 cited
  • 2007Collective Risk Management in a Flight to Quality Episode749 cited
  • 2009Sentiment and stock prices: The case of aviation disasters610 cited
  • 2010The Determinants of Stock and Bond Return Comovements

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533 cited
  • 2006An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns258 cited
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