, 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 …

describe the most typical features of capital markets like volatility clustering, excess kurtosis and fat tails. As empirical … evidence shows asymmetry is also a prominent feature of stock market returns volatility. The reaction of risk if stock returns …

emerging markets, we use indices from China, Brazil, India, Malaysia, Russia, Saudi Arabia, and Portugal. The results show that …