great volatility regarding the response of Bitcoin to a shock of STOXX50. The Granger causality test was constructed to …

Volatility is essential to consider uncertainty surrounding investments in financial assets. For this reason, financial … volatility. Against this background, this paper investigates the volatility of returns on the Zimbabwean stock market between … January 2020 and January 2022. We use the All Shares Index for Zimbabwe Stock Exchange (ZSE) for volatility analysis and …

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 …

This study examines the effects of epidemics like H1N1, MERS and EBOLA on the volatility of capital markets through the … observations. In the study, first, the appropriate volatility model for BIST 100 Index, which is the main market index of Borsa … Istanbul, was determined. ARCH, GARCH, T-GARCH and E-GARCH models were tested to estimate the appropriate volatility model …

declines in global commodity prices. The pandemic signifies a singular shock on impact of both the demand and supply of …