The directional spillover effects and time-frequency nexus between stock markets, cryptocurrency, and investor sentiment during the COVID-19 pandemic
Purpose – This paper aims to analyze the connectedness between Gulf Cooperation Council (GCC) stock market index and cryptocurrencies. It investigates the relevant impact of RavenPack COVID sentiment on the dynamic of stock market indices and conventional cryptocurrencies as well as their Islamic co...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Emerald Publishing
2025-03-01
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| Series: | European Journal of Management and Business Economics |
| Subjects: | |
| Online Access: | https://www.emerald.com/insight/content/doi/10.1108/EJMBE-09-2022-0305/full/pdf |
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