Modelling Stock Market Volatility During the COVID-19 Pandemic: Evidence from BRICS Countries

The objective of the research paper is to identify the stock market volatility pattern of BRICS countries during the outbreak of the COVID-19 pandemic. The study is based on the time series data, which consists of the daily closing price of the BRICS countries' index for a two-year (pandemic)...

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Bibliographic Details
Main Author: Karunanithy Banumathy
Format: Article
Language:English
Published: University of Primorska 2023-09-01
Series:Managing Global Transitions
Subjects:
Online Access:https://ojs.upr.si/index.php/fm/article/view/94