Black Swan Event and The Stock Market Volatility Response to Shocks in Developed, Emerging, Frontier and the BRIC Markets: Lessons from the COVID-19 Pandemic

Black Swan Event and The Stock Market Volatility Response to Shocks in Developed, Emerging, Frontier and the BRIC Markets: Lessons from the COVID-19 Pandemic

We study the impact of shocks (news flow) on stock market volatility in different economic regions, namely the developed, emerging, frontier, and BRIC stock markets during the COVID-19 pandemic, which was a‘Black Swan Event’. The daily returns of relevant MSCI indices from January 30, 2020 to Octobe...

Full description

Bibliographic Details
Main Authors: Nayanjyoti Bhattacharjee, Anupam De
Format: Article
Language:English
Published: FUCAPE Business School 2022-01-01
Series:BBR: Brazilian Business Review
Subjects:
volatility
bric
emerging markets
developed markets
frontier markets
Online Access:http://www.redalyc.org/articulo.oa?id=123075329002

Internet

http://www.redalyc.org/articulo.oa?id=123075329002

Similar Items