The Impact of the COVID-19 Pandemic on Modelling Volatility and Risk Analysis of Returns in Selected European Financial Markets

Author:

Krężołek DominikORCID

Publisher

Springer Nature Switzerland

Reference16 articles.

1. Kapalu, N., & Kodongo, O. (2022). Financial markets’ responses to COVID-19: A comparative analysis. Heliyon, 8(9), 1–22.

2. Bai, C., Duan, Y., Fan, X., & Tang, S. (2023). Financial market sentiment and stock return during the COVID-19 pandemic. Finance Research Letters, 54(103709), 1–10.

3. Fang, Y., Shao, Z., & Zhao, Y. (2023). Risk spillovers in global financial markets: Evidence from the COVID-19 crisis. International Review of Economics & Finance, 83, 821–840.

4. Behera, H., Gunadi, I., & Rath, B. N. (2023). COVID-19 uncertainty, financial markets and monetary policy effects in case of two emerging Asian countries. Economic Analysis and Policy, 78, 173–189.

5. Ammy-Driss, A., & Garcin, M. (2023). Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. Physica A: Statistical Mechanics and Its Applications, 609(128335), 1–17.

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