The Dynamic Correlation between News Sentiment and Housing Price Volatility: A Heterogeneity Perspective

Based on the differences between traditional news and digital news, this paper takes a heterogeneous perspective to systematically analyze the dynamic correlation degree, time-varying impulse response, and spillover effects between traditional news sentiment, digital news sentiment, and housing pric...

Full description

Saved in:
Bibliographic Details
Main Authors: Yuxing Liu, Wei Chong Choo, Keng Yap Ng, Feifei Li
Format: Article
Language:English
Published: Tamkang University Press 2025-06-01
Series:Journal of Applied Science and Engineering
Subjects:
Online Access:http://jase.tku.edu.tw/articles/jase-202602-29-02-0007
Tags: Add Tag
No Tags, Be the first to tag this record!