A new European investor sentiment index (EURsent) and its return and volatility predictability
This study presents a new European investor sentiment index, EURsent, based on new individual sentiment proxies such as VSTOXX, gold, and the German bond yield spread, and studies the spillover and contagion between the United States and Europe. Furthermore, it analyses the simultaneous influence of...
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| Formato: | article |
| Idioma: | eng |
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2020
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| Texto completo: | http://hdl.handle.net/10400.19/6337 |
| País: | Portugal |
| Oai: | oai:repositorio.ipv.pt:10400.19/6337 |