Do Local and World COVID-19 Media Coverage Drive Stock Markets? Time-Frequency Analysis of BRICS.
Ahmed BossmanTamara TeplovaZaghum UmarPublished in: Complex. (2022)
Keyphrases
- stock market
- stock returns
- short term
- developed countries
- financial markets
- trading rules
- financial time series
- stock data
- stock price
- stock exchange
- stock index
- monetary policy
- non stationary
- stock trading
- financial data
- portfolio optimization
- long term
- garch model
- developing countries
- driving forces
- financial news
- decision making