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.
| Original language | English |
|---|---|
| Title of host publication | Handbook of research on new challenges and global outlooks in financial risk management |
| Editors | Mara Madaleno, Elisabete Vieira, Nicoleta Barbuta-Misu |
| Place of Publication | PA, USA |
| Publisher | IGI Global |
| Chapter | 10 |
| Pages | 204-230 |
| Number of pages | 27 |
| ISBN (Electronic) | 9781799886112 |
| ISBN (Print) | 9781799886099 |
| DOIs | |
| Publication status | Published - Jan 2022 |