Polat, Onur; El Khoury, Rim; Alshater, Muneer M.; Yoon, Seong-Min
(2023-08-28)
This study explores the impact of the COVID-19 media coverage index (MCI) on the return and volatility connectedness of five MSCI Climate Changes Indices (the USA, Emerging Markets (EMU), Japan, Europe, and the Asia Pacific). ...