Saqfalhait, Nahil Ismail; Alzoubi, Omar Mohammad - In: Economies : open access journal 12 (2024) 9, pp. 1-20
This research examines the impact of the COVID-19 pandemic on the volatility behavior of Amman Stock Exchange (ASE) returns using ARMA-GARCH-type models for three sub-periods: pre-COVID-19, during COVID-19, and post-COVID-19. The research finds that volatility persistence is significant across...