Suthasinee Suwannapak; Surachai Chancharat - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-9
This study investigated how stock market volatility responded dynamically to unexpected changes during the COVID-19 …, the interlinkages, and the conditional correlations between stock market volatility and the increasing rate of COVID-19 … infection cases are examined. The increased rate of COVID-19 infections impacts stock returns detrimentally; in Thailand, stock …