the market volatility and asymmetric behavior of Bitcoin, EUR, S&P 500 index, Gold, Crude Oil, and Sugar during the COVID … returns data ranging from 27 November 2018 to 15 June 2021. The empirical findings show a high level of volatility persistence …

The coronavirus crisis that started in December 2019 was declared a pandemic by March 2020 and had devastating global …

The COVID-19 pandemic has elevated both the risk and volatility of energy companies. Can mass vaccinations restore … 2020 to April 2021. We document that vaccination programs assist in decreasing the volatility of energy stocks around the … world. The drop in volatility is statistically and economically significant and robust to many considerations. The observed …

volatility in developed (US, Australia), emerging (Turkey, Poland), and frontier (Morocco, Jordan) markets. A study using a GJR … waves. Furthermore, in the aftermath of the pandemic development, an increase in the volatility of stock returns can be …

, this study investigates the impact of COVID-19 pandemic on stock market returns and volatility in an emerging economy, i … stock market volatility data from the global financial crisis in 2007/08. Findings reveal that the recent COVID-19 pandemic … developed economy’s equity market. Stock markets in Indonesia and Hungary have experienced volatility during the crisis. While …

This paper examines the impact of vaccination programs on the stock market volatility of the travel and leisure sector … decrease in the investment risk of travel and leisure companies. Vaccination results in a decrease in the volatility of stock … prices of travel and leisure companies. The drop in volatility is robust to many alternative estimation techniques, different …

This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns …

the relatively large global stock markets, no studies have explored volatility spillovers among its sectors. Using the … forecast error variance decomposition of the vector autoregressive model, this study examines the volatility spillovers among … sectors classified on the Tokyo Stock Exchange. Our findings show that the pattern of volatility spillovers across sectors in …