Khan, Maaz; Kayani, Umar Nawaz; Khan, Mrestyal; Mughal, … - In: Journal of Risk and Financial Management 16 (2023) 1, pp. 1-20
Across the globe, COVID-19 has disrupted the financial markets, making them more volatile. Thus, this paper examines … in all the financial markets during the COVID-19 pandemic. Moreover, the Crude Oil and S&P 500 index shows significant … model to capture the volatilities of the financial markets before the COVID-19 pandemic, whereas during the COVID-19 period …