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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| 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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