COVID-19 pandemic and Romanian stock market volatility: A GARCH approach
This paper investigates the volatility of daily returns on the Romanian stock market between
January 2020 and April 2021. Volatility is analyzed by means of the representative index for …
January 2020 and April 2021. Volatility is analyzed by means of the representative index for …
Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market
Besides great turmoil in financial markets, the COVID-19 pandemic also disrupted the global
supply chain, putting the precious metal market into great uncertainty. In this study, we revisit …
supply chain, putting the precious metal market into great uncertainty. In this study, we revisit …
Impacts of the global pandemic on returns and volatilities of cryptocurrencies: An empirical analysis
Employing the standard event study methodology and the OLS market model to examine
how the global pandemic announcement impacted cryptocurrencies, we test the null …
how the global pandemic announcement impacted cryptocurrencies, we test the null …
Do volatility indices diminish gold's appeal as a safe haven to investors before and during the COVID-19 pandemic?
TI Tanin, A Sarker, S Hammoudeh… - Journal of economic …, 2021 - Elsevier
This study addresses the research question of whether volatility indices of different asset
classes reduce gold's appeal as a safe-haven asset before and during the COVID-19 …
classes reduce gold's appeal as a safe-haven asset before and during the COVID-19 …
[PDF][PDF] PREDICTING THE INDONESIAN ISLAMIC STOCK MARKET DURING COVID-19 PANDEMIC: A LASSO APPROACH
B Setiawan, M Yunus, L Sucipto, S Salim - Economics, Politics and …, 2021 - vsemvs.sk
The study aimed to evaluate the determinant of the Indonesian Islamic stock market price
using the Covid-19 index. The dataset consists of the daily closing price of the Jakarta …
using the Covid-19 index. The dataset consists of the daily closing price of the Jakarta …