Habibullah, Muzafar Shah; Mohd Yusof Saari; Maji, … - In: Cogent economics & finance 12 (2024) 1, pp. 1-26
This study employs a suitable volatility model that examines the impact of COVID-19 new cases and deaths on the volatility of daily job loss in Malaysia. Autoregressive Distributed Lag (ARDL) and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) were employed as the modelling...