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Volatility in International Stock Markets: An Empirical Study during COVID-19

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Cited by:

  1. Adriana AnaMaria Davidescu & Eduard Mihai Manta & Oana Mihaela Vacaru (Boita) & Mihaela Gruiescu & Razvan Gabriel Hapau & Paul Laurentiu Baranga, 2023. "Has the COVID-19 Pandemic Led to a Switch in the Volatility of Biopharmaceutical Companies?," Mathematics, MDPI, vol. 11(14), pages 1-24, July.
  2. Muhammad Niaz Khan & Suzanne G. M. Fifield & David M. Power, 2024. "The impact of the COVID 19 pandemic on stock market volatility: evidence from a selection of developed and emerging stock markets," SN Business & Economics, Springer, vol. 4(6), pages 1-26, June.
  3. Fredy O. Pérez-Ramirez & Francisco J. Caro-Lopera & José A. Díaz-García & Graciela González Farías, 2025. "Dependent and Independent Time Series Errors Under Elliptically Countered Models," Econometrics, MDPI, vol. 13(2), pages 1-26, May.
  4. Samet Gunay & Walid Bakry & Somar Al-Mohamad, 2021. "The Australian Stock Market’s Reaction to the First Wave of the COVID-19 Pandemic and Black Summer Bushfires: A Sectoral Analysis," JRFM, MDPI, vol. 14(4), pages 1-19, April.
  5. Lúcio, Francisco & Caiado, Jorge, 2022. "COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices," Finance Research Letters, Elsevier, vol. 49(C).
  6. Brzeszczyński, Janusz & Gajdka, Jerzy & Pietraszewski, Piotr & Schabek, Tomasz, 2022. "Has the risk of socially responsible investments (SRI) companies stocks changed in the COVID-19 period? International evidence," Finance Research Letters, Elsevier, vol. 49(C).
  7. Hussain, Saiful Izzuan & Nur-Firyal, R. & Ruza, Nadiah, 2022. "Linkage transitions between oil and the stock markets of countries with the highest COVID-19 cases," Journal of Commodity Markets, Elsevier, vol. 28(C).
  8. Caiado, Jorge & Lúcio, Francisco, 2023. "Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
  9. Hussein Hassan & Minko Markovski & Alexander Mihailov, 2023. "A TGARCH Quantification of the Average Effect of COVID-19 Cases on Share Prices by Sector: Comparing the US and the UK," Economics Discussion Papers em-dp2023-15, Department of Economics, University of Reading.
  10. Wang Yijun & Zhang Yu & Usman Bashir, 2023. "Impact of COVID-19 on the contagion effect of risks in the banking industry: based on transfer entropy and social network analysis method," Risk Management, Palgrave Macmillan, vol. 25(2), pages 1-41, June.
  11. Md. Bokhtiar Hasan & Masnun Mahi & Tapan Sarker & Md. Ruhul Amin, 2021. "Spillovers of the COVID-19 Pandemic: Impact on Global Economic Activity, the Stock Market, and the Energy Sector," JRFM, MDPI, vol. 14(5), pages 1-18, May.
  12. Piñeiro-Chousa, Juan & López-Cabarcos, M. Ángeles & Quiñoá-Piñeiro, Lara & Pérez-Pico, Ada M., 2022. "US biopharmaceutical companies' stock market reaction to the COVID-19 pandemic. Understanding the concept of the ‘paradoxical spiral’ from a sustainability perspective," Technological Forecasting and Social Change, Elsevier, vol. 175(C).
  13. Lin, Weinan & Ouyang, Ruolan & Zhang, Xuan & Zhuang, Chengkai, 2023. "Network analysis of international financial markets contagion based on volatility indexes," Finance Research Letters, Elsevier, vol. 56(C).
  14. Tasnuva Sharmin, 2023. "The Impact of Stock market on Economic Growth: Evidence of Bangladesh," International Journal of Science and Business, IJSAB International, vol. 30(1), pages 1-12.
  15. Dinesh Gajurel & Akhila Chawla, 2022. "International Information Spillovers and Asymmetric Volatility in South Asian Stock Markets," JRFM, MDPI, vol. 15(10), pages 1-18, October.
  16. Kumar, Sanjeev & Jain, Reetika & Narain, & Balli, Faruk & Billah, Mabruk, 2023. "Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 547-593.
  17. Krzysztof Dmytrów & Joanna Landmesser & Beata Bieszk-Stolorz, 2021. "The Connections between COVID-19 and the Energy Commodities Prices: Evidence through the Dynamic Time Warping Method," Energies, MDPI, vol. 14(13), pages 1-23, July.
  18. Tihana Škrinjarić, 2021. "Profiting on the Stock Market in Pandemic Times: Study of COVID-19 Effects on CESEE Stock Markets," Mathematics, MDPI, vol. 9(17), pages 1-20, August.
  19. Burdekin, Richard C.K. & Nguyen, Quynh, 2023. "Daily monetary policy reactions to the pandemic: The Australian case," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 24-32.
  20. Mehmet Sahiner, 2022. "Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods," SN Business & Economics, Springer, vol. 2(10), pages 1-74, October.
  21. Yu, Bo & Ouyang, Haiqin & Guan, Chao & Lin, Binzhao, 2024. "Network measurement and influence mechanism of dynamic risk contagion among global stock markets: Based on time-varying spillover index and complex network method," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
  22. Pierdomenico Duttilo & Stefano Antonio Gattone & Tonio Di Battista, 2021. "Volatility Modeling: An Overview of Equity Markets in the Euro Area during COVID-19 Pandemic," Mathematics, MDPI, vol. 9(11), pages 1-18, May.
  23. Masagus M. Ridhwan & Solikin M. Juhro & Affandi Ismail & Peter Nijkamp & Kelvin Ramadhan Hidayat, 2024. "Did COVID-19 Disrupt the Stock Market Return and Volatility? A Meta-Analytic Approach," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(1), pages 25-82, March.
  24. Naeem, Muhammad Abubakr & Senthilkumar, Arunachalam & Arfaoui, Nadia & Mohnot, Rajesh, 2024. "Mapping fear in financial markets: Insights from dynamic networks and centrality measures," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
  25. Samet Gunay & Catherine Prentice & Mohamed Sraieb, 2024. "Do major health shocks affect the interconnectedness of E-commerce and electronic payment markets? a regional analysis," Electronic Commerce Research, Springer, vol. 24(4), pages 2353-2379, December.
  26. Runumi Das & Arabinda Debnath, 2022. "Analyzing the COVID-19 Pandemic Volatility Spillover Influence on the Collaboration of Foreign and Indian Stock Markets," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 14(2), pages 411-452, June.
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