What is it about?
This paper investigates volatility spillovers in the stock market in Japan during the COVID-19 pandemic by using GARCH family models. The empirical analysis is focused on the dynamics of the NIKKEI 225 stock market index during the sample period from July 30, 1998, to January 24, 2022.
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Why is it important?
This paper investigates volatility spillovers in the stock market in Japan during the COVID-19 pandemic by using GARCH family models. The empirical analysis is focused on the dynamics of the NIKKEI 225 stock market index during the sample period from July 30, 1998, to January 24, 2022.
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This paper investigates volatility spillovers in the stock market in Japan during the COVID-19 pandemic by using GARCH family models. The empirical analysis is focused on the dynamics of the NIKKEI 225 stock market index during the sample period from July 30, 1998, to January 24, 2022.
Professor Iqbal Thonse Hawaldar
Kingdom University
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This page is a summary of: Testing volatility spillovers using GARCH models in the Japanese stock market during COVID-19, Investment Management and Financial Innovations, March 2022, LLC CPC Business Perspectives,
DOI: 10.21511/imfi.19(1).2022.20.
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