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Public attention, sentiment and the default of Silicon Valley Bank
16 references·0 citing·56 second hopsampled
Public attention, sentiment and the default of Silicon Valley Bank (2023)Public attention, sentiment and the defau…Responses of US equity market sectors to the Silicon Valley Bank implosion (2023)Responses of US equity market…Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis (2021)Impact of COVID-19 pandemic o…COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis (2021)COVID-19 pandemic waves and g…A tale of company fundamentals vs sentiment driven pricing: The case of GameStop (2021)A tale of company fundamental…Can crude oil drive the co-movement in the international stock market? 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(2021)The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels (2021)The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies (2021)The black swan: the impact of the highly improbable (2007)Islamic vs. conventional banks: Business models, efficiency and stability (2013)Financial markets under the global pandemic of COVID-19 (2020)How do energy markets react to climate policy uncertainty? Fossil vs. renewable and low-carbon energy assets (2023)Return connectedness and multiscale spillovers across clean energy indices and grain commodity markets around COVID-19 crisis (2023)
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References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 2005Demand–Deposit Contracts and the Probability of Bank Runs1,206 cited
  • 1988Distinguishing Panics and Information-based Bank Runs: Welfare and Policy Implications710 cited
  • 2012Understanding Bank Runs: The Importance of Depositor-Bank Relationships and Networks459 cited
  • 2015International economic policy uncertainty and stock prices: Wavelet approach329 cited
  • 2013Bank/sovereign risk spillovers in the European debt crisis289 cited
  • 2010Measuring comovement in the time–frequency space254 cited
  • 2021A tale of company fundamentals vs sentiment driven pricing: The case of GameStop137 cited
  • 2021Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis136 cited
  • 2020Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis118 cited
  • 2014Handbook of Financial Econometrics and Statistics112 cited
  • 2021COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis106 cited
  • 2014Information Acquisition in Rumor‐Based Bank Runs98 cited

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2018
Estimating the Taylor rule in the time-frequency domain
91 cited
  • 2023Responses of US equity market sectors to the Silicon Valley Bank implosion91 cited
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