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Dynamic spillover among the sectoral indices : evidence from first and second waves of COVID-19

Mishra, Amritkant; Kumar Dash, Ajit; Pandey, Shri Narayan; … - In: International journal of financial engineering 10 (2023) 3, pp. 1-22

Persistent link: https://www.econbiz.de/10014444519

An analytical study on volatility and impact of selected sectoral indices on national stock exchange during Covid-19

Lekha Shree.S; Kanniammal, K. - In: Finance India : the quarterly journal of Indian … 37 (2023) 1, pp. 267-279

Persistent link: https://www.econbiz.de/10014414209

Einfluss der indonesischen Wirtschaftsentwicklung und internationaler Faktoren auf die Jakartaer Börse : statistische Analyse und ökonometrische Modellierung

Achsani, Noer Azam - 2004

Persistent link: https://www.econbiz.de/10002499749

The effect of COVID-19 on cryptocurrencies and the stock market volatility : a two-stage DCC-EGARCH model analysis

Ampountolas, Apostolos - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-17

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

Persistent link: https://www.econbiz.de/10014295230