The nexus between COVID-19 fear and stock market volatility

The nexus between COVID-19 fear and stock market volatility

This study described an empirical link between COVID-19 fear and stock market volatility. Studying COVID-19 fear with stock market volatility is crucial for planning adequate portfolio diversification in international financial markets. The study used AR (1) – GARCH (1,1) to measure stock market vol...

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Bibliographic Details
Main Authors: Weiqing Li, Fengsheng Chien, Hafiz Waqas Kamran, Talla M Aldeehani, Muhammad Sadiq, Van Chien Nguyen, Farhad Taghizadeh-Hesary
Format: Article
Language:English
Published: Taylor & Francis Group 2021-04-01
Series:Ekonomska Istraživanja
Subjects:
covid-19 fear
return
stock volatility
wavelet
Online Access:http://dx.doi.org/10.1080/1331677X.2021.1914125

Internet

http://dx.doi.org/10.1080/1331677X.2021.1914125

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