The only certainty is uncertainty: an analysis of the impact of COVID-19 uncertainty on regional stock markets.
(2021)
Journal Article
SZCZYGIELSKI, J.J., BWANYA, P.R., CHARTERIS, A. and BRZESZCZYŃSKI, J. 2021. The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets. Finance research letters [online], 43, article 101945. Available from: https://doi.org/10.1016/j.frl.2021.101945
Uncertainty surrounding COVID-19 is widespread. We investigate the timing and quantify the impact of COVID-19 related uncertainty on returns and volatility for regional market aggregates using ARCH/GARCH models. Drawing upon economic psychology, COVI... Read More about The only certainty is uncertainty: an analysis of the impact of COVID-19 uncertainty on regional stock markets..