research is to analyze the influence of COVID-19 on the return and volatility of the stock market indices of the top 10 … volatility remains higher than in normal periods, signaling a bearish tendency in the market. The COVID variable, as an exogenous …Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency …

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 …

nature of volatility, especially in the wake of structural events such as the COVID-19 global pandemic. … growing importance of emerging markets, the literature on the nature of volatility in global markets is typified by … volatility in developed G7 and emerging BRICS markets. Broad market index data and GARCH models over the period 2003 …

This paper studies the effect of COVID-19 on the volatility of Australian stock returns and the effect of negative and … positive news (shocks) by investigating the asymmetric nature of the shocks and leverage impact on volatility. We employ a … (EGARCH) model to capture asymmetry and allegedly leverage. We proxy the news related to the negative effect of COVID-19 on …

This paper aims to investigate the impact of various COVID-19 pandemic waves on real estate stock returns and their … 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 …

the WHO. Moreover, volatility shocks tended to persist for a longer period after COVID-19. …The aftermath of the COVID-19 pandemic is not limited to human lives and health sectors. It has also changed social and … economic aspects of the world. This study investigated the Islamic stock market's reaction and changes in volatility before and …

This paper employs a structural empirical model to gauge the possible effects of COVID-19, political and financial … events on the returns and volatility of commercial banks. It observes that insured and run-prone uninsured depositors choose … the case of Pakistan's commercial banking sector. The estimated volatility series for commercial banks is measured through …

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 … pandemic and the resulting uncertainty in Thailand. Using a multivariate GARCH-BEKK model, the conditional volatility dynamics …

the market volatility and asymmetric behavior of Bitcoin, EUR, S&P 500 index, Gold, Crude Oil, and Sugar during the COVID …Across the globe, COVID-19 has disrupted the financial markets, making them more volatile. Thus, this paper examines … returns data ranging from 27 November 2018 to 15 June 2021. The empirical findings show a high level of volatility persistence …

, and the spillover effects of the COVID-19 pandemic. For this purpose, we employed a two-stage multivariate volatility …This research examines the correlations between the return volatility of cryptocurrencies, global stock market indices … and respond well to previous shocks. As a result, financial assets have low unconditional volatility and the lowest risk …