From tweets to markets: Lebanon’s policy uncertainty and volatility spillovers in MENA stock markets

From tweets to markets: Lebanon’s policy uncertainty and volatility spillovers in MENA stock markets

This paper examines the spillover effects of policy uncertainty in Lebanon on stock market volatility in seven MENA countries using a network connectedness approach. For this purpose, it constructs an economic policy uncertainty index for Lebanon using data extracted from Twitter (now X) for the per...

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Bibliographic Details
Main Author: Sumru, Altug (author)
Other Authors: Barakat, Majdy (author), Dagher, Leila (author), Uluceviz, Erhan (author)
Format: article
Published: 2025
Online Access:http://hdl.handle.net/10725/17952
https://doi.org/10.1016/j.bir.2025.04.004
http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php
https://www.sciencedirect.com/science/article/pii/S2214845025000675
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http://hdl.handle.net/10725/17952
https://doi.org/10.1016/j.bir.2025.04.004
http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php
https://www.sciencedirect.com/science/article/pii/S2214845025000675

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