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The study investigates and confirms the spillover effects from investor fear, mood, sentiment and uncertainty to the US tourism sector returns. The findings indicate that market fear, investor mood and… Click to show full abstract
The study investigates and confirms the spillover effects from investor fear, mood, sentiment and uncertainty to the US tourism sector returns. The findings indicate that market fear, investor mood and sentiment are net transmitter of shocks and economic uncertainty and the tourism sector is net receiver of shocks. We also provide evidence that media-hype, infodemic, media-coverage related to COVID-19 and infectious disease equity market volatility impacts the total and directional spillover of information from fear, mood, sentiment and uncertainty to the tourism sector.
Journal Title: Tourism Economics
Year Published: 2021
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