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Stock Market Volatility: A Pre- to Post-COVID-19 Analysis of Emerging Markets
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Author(s): Ezaz Ahmed (Columbia College, USA), Md. Mahadi Hasan (Anwer Khan Modern University, Bangladesh), Zakir Hossen Shaikh (Bahrain Training Institute, Bahrain)and Mohammad Irfan (CMR Institute of Technology, India)
Copyright: 2022
Pages: 27
Source title:
Handbook of Research on New Challenges and Global Outlooks in Financial Risk Management
Source Author(s)/Editor(s): Mara Madaleno (GOVCOPP, University of Aveiro, Portugal), Elisabete Vieira (GOVCOPP, University of Aveiro, Portugal)and Nicoleta Bărbuță-Mișu (University of Galati, Romania)
DOI: 10.4018/978-1-7998-8609-9.ch010
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Abstract
Researchers examine stock volatility in emerging (E7) nations prior to and during COVID-19 announcements using multiple volatility estimations. The correlation coefficient matrix indicates that there is a strong positive correlation between the specified volatility estimators in the pre-COVID-19 and post-COVID-19 periods. Rogers-Satchell standard deviation has the first rank, and Garman-Klass has the last position in the pre-post-COVID-19 analysis volatility estimators. However, the authors discover a considerable influence of pre-post COVID-19 on the world's E7 countries. The findings' primary implication is that post-COVID-19 volatility is greater than pre-COVID-19 volatility. This means that investors' financial portfolios should be rebalanced to favor industries that are less impacted by COVID-19. Additionally, it serves as an early warning signal for investors and the government to take preventative measures in the event that it occurs again in the future.
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