COVID-19 related media sentiment and the yield curve of G-7 economies
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DOI: 10.1016/j.najef.2022.101678
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More about this item
Keywords
COVID-19; Coronavirus; Connectedness; Yield curve; Sovereign debt; G7; TVP-VAR; Contagion;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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