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, this study investigates the impact of COVID-19 pandemic on stock market returns and volatility in an emerging economy, i … stock market volatility data from the global financial crisis in 2007/08. Findings reveal that the recent COVID-19 pandemic … developed economy’s equity market. Stock markets in Indonesia and Hungary have experienced volatility during the crisis. While …
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symmetric models) as asymmetric models to determine the most suitable model for volatility of Istanbul Stock Exchange Food And … between the date 04.01.2001 10.01.2018 period. We find that the most suitable model for volatility of Istanbul Stock Exchange …
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This paper investigates the direction of information flow between world stock markets during the recent financial crisis by conducting Granger causality tests in a three variables system. We employ daily rates of return for three representative stock market indices: S&P 500 for the US, BET-C for...
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