Volatility in international stock markets: An empirical study during COVID-19

R Chaudhary, P Bakhshi, H Gupta - Journal of Risk and Financial …, 2020 - mdpi.com
Predicting volatility is a must in the finance domain. Estimations of volatility, along with the
central tendency, permit us to evaluate the chances of getting a particular result. Financial …

COVID-19 pandemic & financial market volatility; evidence from GARCH models

M Khan, UN Kayani, M Khan, KS Mughal… - Journal of Risk and …, 2023 - mdpi.com
Across the globe, COVID-19 has disrupted the financial markets, making them more volatile.
Thus, this paper examines the market volatility and asymmetric behavior of Bitcoin, EUR …

Testing the nexus between stock market returns and inflation in Nigeria: Does the effect of COVID‐19 pandemic matter?

G Jelilov, PT Iorember, O Usman… - Journal of Public …, 2020 - Wiley Online Library
Given the palpable fear generated by the threat of COVID‐19 pandemic and the bearish
sentiments of stock investors, this study represents one of the first efforts towards testing the …

An empirical study of volatility in cryptocurrency market

H Gupta, R Chaudhary - Journal of Risk and Financial Management, 2022 - mdpi.com
Cryptocurrencies have gained a lot of attraction across the globe. Most observers of the
cryptocurrency market will agree that crypto volatility is in a different league altogether …

[PDF][PDF] Spillover of COVID-19: Impact on stock market volatility

I Yousef - International Journal of Psychosocial Rehabilitation, 2020 - researchgate.net
This study investigates the impact of the novel coronavirus (COVID-19) on stock market
volatility for the major G7 stock market indices. The analysis consists of several elements …

COVID-19 and Islamic stock index: Evidence of market behavior and volatility persistence

A Saleem, J Bárczi, J Sági - Journal of Risk and Financial Management, 2021 - mdpi.com
The aftermath of the COVID-19 pandemic is not limited to human lives and health sectors. It
has also changed social and economic aspects of the world. This study investigated the …

Banks in India: a balancing act between profitability, regulation and NPA

J Kanoujiya, VM Bhimavarapu, S Rastogi - Vision, 2023 - journals.sagepub.com
Banks are facing varied issues worldwide. The existing set of performance measures of
banks lack a cohesive and concerted approach for adequate fulfilment of the purpose. This …

A holistic perspective on bank performance using regulation, profitability, and risk-taking with a view on ownership concentration

S Rastogi, R Gupte, R Meenakshi - Journal of Risk and Financial …, 2021 - mdpi.com
There is a lack of a holistic perspective on bank performance. This study proposes a
multidimensional (three-pronged) approach encompassing regulation, profitability, and …

Volatility integration of gold and crude oil prices with the interest rates in India

S Rastogi, A Doifode, J Kanoujiya… - South Asian Journal of …, 2023 - emerald.com
Purpose Crude oil, gold and interest rates are some of the key indicators of the health of
domestic as well as global economy. The purpose of the study is to find the shock volatility …

Impact of cryptos on the inflation volatility in India: an application of bivariate BEKK-GARCH models

S Rastogi, J Kanoujiya - Journal of Economic and Administrative …, 2024 - emerald.com
Purpose The main aim of the study is to explore the volatility spillover effect of
cryptocurrencies (Bitcoin, Ethereum and Litecoin) on inflation volatility in India …