COVID-19 pandemic and Romanian stock market volatility: A GARCH approach

ȘC Gherghina, DȘ Armeanu, CC Joldeș - Journal of Risk and Financial …, 2021 - mdpi.com
This paper investigates the volatility of daily returns on the Romanian stock market between
January 2020 and April 2021. Volatility is analyzed by means of the representative index for …

Are ESG shares a safe haven during COVID-19? Evidence from the Arab region

M Mousa, A Saleem, J Sági - Sustainability, 2021 - mdpi.com
The world experienced significant changes in its social and economic lives in 2020–21.
Major stock markets experienced an immediate decline. This paper attempts to examine the …

COVID-19 and tourism sector stock price in Spain: medium-term relationship through dynamic regression models

I Carrillo-Hidalgo, JI Pulido-Fernández… - Financial Innovation, 2023 - Springer
The global pandemic, coronavirus disease 2019 (COVID-19), has significantly affected
tourism, especially in Spain, as it was among the first countries to be affected by the …

Stock market performance during COVID-19 pandemic: A systematic literature review

PM FITRIANA, J SAPUTRA… - … in Economic Fields, 2023 - journals.aserspublishing.eu
This study provides a comprehensive review using a systematic database to comprehend
the pragmatic studies that examine the stock market performance during the COVID-19 …

Stock market flexibility during COVID-19 pandemic: Evidence from Pakistan

U Kalsoom, S Javed, RU Khan… - Journal of Economic and …, 2023 - emerald.com
Purpose The authors examine the impact of coronavirus disease 2019 (COVID-19)
pandemic on the stock market, forex market and gold market of Pakistan …

Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe

GM Caporale, AN Çatık, MH Helmi, C Akdeniz, A İlhan - Empirica, 2024 - Springer
This paper examines the effects of the COVID-19 pandemic on CDS, stock returns, and
economic activity in the US and the five European countries that have been most affected …

Did COVID-19 Disrupt the Stock Market Return and Volatility? A Meta-Analytic Approach

MM Ridhwan, SM Juhro, A Ismail… - Bulletin of Monetary …, 2024 - bulletin.bmeb-bi.org
We provide a quantitative synthesis of the literature utilizing meta-regression analysis on the
measurable effect of the combined health and economic crisis due to the COVID-19 …

Reaction of Indian Stock Market to Outbreak of COVID-19: An Empirical Analysis of Extreme Inter-day Movements

D Sharma, R Verma, S Sam, S Sharma - Vision, 2023 - journals.sagepub.com
The contagious COVID-19 pandemic has been considered a massive global crisis since
World War II and has disturbed business and economic activities across the globe. The …

The effect of COVID-19 on the Egyptian exchange using principal component analysis

HM Ezzat - Journal of Humanities and Applied Social Sciences, 2023 - emerald.com
Purpose Since the beginning of 2020, economies faced many changes as a result of
coronavirus disease 2019 (COVID-19) pandemic. The effect of COVID-19 on the Egyptian …

Tourism stock price and COVID-19: medium-term relationship with passenger transport, hotel, and tour operator subsectors

I Carrillo-Hidalgo, JI Pulido-Fernández… - Current Issues in …, 2023 - Taylor & Francis
ABSTRACT COVID-19 has had a devastating effect on tourism in Spain, one of the world's
biggest tourist destinations and also one of the first countries to face the consequences of …