Global financial crisis versus COVID-19: Evidence from sentiment analysis

Keyphrases

• Global Financial Crisis 100%
• Volatility 100%
• Sentiment Analysis 100%
• COVID-19 100%
• Information Transfer 66%
• Realized Volatility 66%
• Asset Class 66%
• Predictive Power 33%
• Information Sharing 33%
• Forecast Skill 33%
• Nonparametric Methods 33%
• Foreign Currency 33%
• Building Model 33%
• COVID-19 Pandemic 33%
• COVID-19 Crisis 33%
• Differential Impact 33%
• Transfer Entropy 33%
• Sentiment Information 33%
• Forecasting Volatility 33%
• Hedging Risk 33%
• Realized Variance 33%
• Mutual Information Entropy 33%

Economics, Econometrics and Finance

• International Bond 16%