Unleashing the pandemic volatility: A glimpse into the stock market performance of developed economies during COVID-19

<p>The COVID-19 pandemic has resulted in significant financial losses globally, increasing the volatility of financial assets. Thus, this study models the stock market volatility of developed economies during the COVID-19 pandemic. For this purpose, we used the GJR-GARCH econometric model on t...

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Bibliographic Details
Main Author: Umar Nawaz Kayani (17131781) (author)
Other Authors: Ahmet Faruk Aysan (11902115) (author), Mrestyal Khan (17986579) (author), Maaz Khan (7843460) (author), Roohi Mumtaz (17944955) (author), Muhammad Irfan (255476) (author)
Published: 2024
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