Name of Quantlet: sent-spillover
Published in: under review
Description: Performs a quantitative analysis of the impact of investors' sentiment on the systemic risk and tail risk spillover
Keywords: investors' sentiment, connectedness, network regression, US financial markets, tail risk
Author: Dan Anghel and Petre Caraiani
Submitted: Wed, June 19 2024 by Petre Caraiani
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Sentiment Spillover and Tail Risk Spillover
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