Work

You sneeze, and the markets are paranoid: the fear, uncertainty and distress sentiments impact of the COVID-19 pandemic on the stock–bond correlation

Year: 2022

Type: article

Source: The Journal of Risk Finance

DOI: 10.1108/jrf-04-2022-0095

Author: Ameet Kumar Banerjee

Institution: Xavier School of Management

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4297198985

FWCI: 4.395

Cites: 46

Cited by: 26

Related to: 10