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This study aims to analyze a backchannel account on news of the coronavirus at the beginning of the pandemic, with information not disseminated in official media due to the social alarm it might cause and the negative image of government management. Specifically, it examines acceptance and dissemination of this type of content in a period of lack of information, while reflecting on what would constitute proper management of this type of channel.

First, based on a literature review, this study classifies possible explanatory variables of online content dissemination into content richness and psychological content. Second, this study performs sentiment analysis of the Twitter backchannel account @COVID_19NEWS and use Qualitative Comparative Analysis to find causal configurations of variables that obtained a high rate of retweets.

The results reveal predominance of one combination of three factors in backchannel information diffusion: emotional, identifying and video content. Other interesting combinations of factors were shown to be attractive enough to contribute to success of the tweets.

Knowledge of the main configurations that attract information dissemination in backchannel accounts is useful for public management of a health crisis such as the Covid-19 outbreak. Rather than suppressing these channels, the authors discuss different solutions.

This study advances scholarship on backchannel communications in emergency situations, providing insights to understand and manage such channels.

Este estudio analiza una cuenta extraoficial sobre noticias del coronavirus al inicio de la pandemia, con información no difundida en los medios oficiales por su posible repercusión en la alarma social y la imagen negativa de la gestión gubernamental. Concretamente examina la aceptación y difusión de este contenido en un periodo de desinformación, así como reflexiona sobre la gestión de este tipo de canales.

En primer lugar, en base a la revisión de la literatura, clasificamos las variables explicativas según la riqueza de contenido y el contenido psicológico. En segundo lugar, sobre la cuenta extraoficial de @COVID_19NEWS en Twitter, realizamos análisis de sentimiento y utilizamos Análisis Comparativo Cualitativo (QCA) para encontrar configuraciones causales de variables que obtuvieron una alta tasa de retweets.

Los resultados revelan la importancia de una combinación de tres factores en la difusión de información del canal secundario: contenido emocional, identificativo y video. Otras combinaciones de factores también contribuyeron al éxito del tweet.

Estas configuraciones podrían ser útiles para la gestión pública ante una crisis sanitaria como la Covid-19, prestando atención a los factores cuya configuración atrae la difusión de información en las RRSS. En lugar de suprimir estos canales, se presentan soluciones para garantizar una colaboración eficaz.

Este estudio realiza una contribución académica a las comunicaciones extraoficiales en situaciones de emergencia, proporcionando información para comprender y gestionar este tipo de canales.

Covid-19, Coronavirus, Canal extraoficial, Twitter, Análisis cualitativo comparado

Trabajo de investigación

在新冠疫情初期, 由于可能引起社会恐慌和政府管理部门的负面形象, 官方媒体缺少相关的新闻报道。本文研究了在这种官方信息匮乏的危机时期, 非正式渠道（backchannel）对于新冠病毒内容的接受和传播情况, 本文同时反思了如何对这类非正式渠道进行正确的管理。

基于文献综述, 我们先将在线内容传播的可能解释变量分为内容丰富度和心理内容这两个方面。其次, 我们对推特上的非正式渠道账户@COVID_19NEWS发布的内容进行情感分析, 并使用定性比较分析法来寻找内容获得高转发率的原因。

结果显示, 对于非正式渠道信息的成功传播, 情绪化、具有辩认度和包含视频内容这三个要素的组合占主导地位。此外, 其他要素的组合也有来助于推文的成功传播和扩散。

了解非正式渠道吸引信息传播的主要原因, 将有利于应对健康危机（例如Covid-19爆发）和进行公共管理。文本讨论了不同的解决方案, 而不是简单地压制这些非正式渠道。

这项研究推进了危机背景下非正式渠道传播的学术研究, 为理解和管理这类非正式渠道提供了见解。

关键词 - Covid-19, 新冠病毒, 非正式渠道, 推特, 定性比较分析

This paper provides remarkable insight into the structural components of a firm's core competence and its development via research and development (R&D) activities for innovation and exporting activities.

The authors have used a positivist design and a deductive methodology. The authors have examined the extant literature developing a theoretical framework to empirically investigate the relationships between a firm's core competence, organisational learning (OL), tacitness, dynamic capability and R&D activities. To carry out this investigation, the authors have collected stratified sample data from 330 firms operating in North East England, a peripheral region of England.

The authors have found that there are indeed significant statistical relationships between these structural components, R&D activities and a firm's core competence, and this nexus is pertinent to innovation and exporting. Furthermore, it is found that North East England is significantly constrained by the lack of finance, technological capability, experts and brain drain. Based on these findings, the authors propose a cooperative R&D framework to narrow down these constraints to assist firms in developing core competencies for innovation and exporting in peripheral regions.

There is an urgent need to investigate the incidence of knowledge-driven activities, R&D, the extent of innovation and exporting activities of firms operating in North East England, a peripheral region of the United Kingdom (UK).

This study provides an original and systematic investigation of the firm's core competence and its formation via key structural components for innovation and exporting within an empirical framework.

This paper aims to consider the role of geopolitical risk in explaining tourism demand in India, a major tourist destination of the Asian region. Furthermore, the study also considers how in addition to geopolitical risk, economic policy uncertainty, economic growth, exchange rate, inflation and trade openness impact tourism demand.

The Bayer and Hanck (2013) method of cointegration is applied to explore the relationship between geopolitical risk and tourism demand. Furthermore, the study has also used the auto distributed lag model to determine whether there is a long-run cointegrating association between tourism demand, geopolitical risk, economic policy uncertainty, economic growth, exchange rate and trade openness. Finally, the vector error correction model confirms the direction of causality across the set of the major variables.

This paper finds that geopolitical risk adversely impacts inbound international travel to India. This study also obtains the consistency of the results across different estimation techniques controlling for important macro variables. The Granger causality test confirms the unidirectional causality from geopolitical risk to tourism and further from economic uncertainty to tourism. The findings from the study confirm that geopolitical risks have long-term repercussions on the tourism sector in India. The results indicate that there is an urgent need to develop a pre-crisis management plan to protect the aura of Indian tourism. The tourism business houses should develop skilful marketing strategies in the post-crisis to boost the confidence of the tourists.

This paper provides valuable practical implications to tourism business houses. The tourism business houses can explore geopolitical risk measure and economic policy uncertainty measure to analyse the demand for international tourism in India. Further, the major stakeholders can establish platforms to help tourists to overcome the fear associated with geopolitical risk.

This study is the first of its kind to explore the geopolitical risks and their long-run consequences in the context of tourism in India. The study puts emphasis on the role of national policy to maintain peace otherwise it would be detrimental to tourism.

The study aims to determine the long and short-term causal relationships between the variables associated with the adjustment of monetary policy and the stock market in India in the presence of structural breaks.

The study employed the autoregressive distributed lag (ARDL) bounds test and the Error Correction Model to assess long- and short-term causal relationships. The study also used non-frequentist Bayesian inferences for the validity of estimation robustness. The Bai–Perron test is used to identify breakpoint dates for the Indian stock market index, and the Granger Causality test is employed to ascertain the direction of causality.

The F-bounds test reveals cointegration among the variables throughout the examined period. Specifically, the weighted average call money rate (WACR), inflation (WPI), currency exchange rate (EXE), and broad money supply (M3) exhibit statistical significance with precise signs. Furthermore, the study identifies the negative impact of the COVID-19 outbreak in March 2020 on the Indian stock market.

Although the study provides significant insights, it is not exempt from constraints. A significant limitation is selecting a relatively limited time period, specifically from April 2008 to September 2023. The limited time frame of this study may restrict the applicability of the results to more comprehensive economic settings, as dynamics between the monetary policy and the stock market can be influenced by multiple factors over varying time periods. Furthermore, the utilisation of the Weighted Average Call Money Rate (WACR) rather than policy rates such as the Repo rate presents an additional constraint as it may not comprehensively account for the impacts of particular policy initiatives, thereby disregarding essential complexities in the connection between monetary policy variables and financial markets.

The findings of the study suggest that investors and portfolio managers should consider economic issues while developing long-term investing plans. Reserve Bank of India should exercise prudence to prevent any discretionary measures that may lead to a rise in interest rates since this adversely affects the stock market. To mitigate risk, investors should closely monitor the adjustment of monetary policy variables.

The study has important social implications, especially regarding the lower levels of financial literacy among investors in India. Considering the complex nature of the study’s emphasis on monetary policy adjustments and their impact on the stock market. Investors face the risk of significant losses due to unexpected adjustments in monetary policy. Many individuals may need help understanding how policy changes impact their investments. Therefore, RBI must consider both price and financial stability when formulating monetary policies. Furthermore, market participants should consider the potential impact of fluctuating monetary policy variables when devising their long-term investment strategies. Given that adjustments in interest rates can markedly affect stock market dynamics, investors must carefully assess the implications of monetary policy decisions on their portfolios.

The study uses dummy variables in the ARDL model to represent structural breaks that emerged from the COVID-19 pandemic (as determined by the Bai–Perron multiple breakpoint test). The study also used the Perron unit root test to find out the stationary of the series in the presence of structural breaks. Additionally, the study also employed Bayesian inferences to affirm the robustness of the estimates.