Has the COVID-19 Pandemic Led to a Switch in the Volatility of Biopharmaceutical Companies?

Has the COVID-19 Pandemic Led to a Switch in the Volatility of Biopharmaceutical Companies?

Biopharmaceutical companies are critical in developing vaccines, treatments, and diagnostics for COVID-19. Thus, understanding the contagion effects of their stock market can have important economic implications, especially in the context of global financial markets. Due to the COVID-19 pandemic, bi...

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Bibliographic Details
Main Authors: Adriana AnaMaria Davidescu, Eduard Mihai Manta, Oana Mihaela Vacaru (Boita), Mihaela Gruiescu, Razvan Gabriel Hapau, Paul Laurentiu Baranga
Format: Article
Language:English
Published: MDPI AG 2023-07-01
Series:Mathematics
Subjects:
sustainable development
DCC-GARCH
contagion effect
biopharmaceutical market
COVID-19
volatility
Online Access:https://www.mdpi.com/2227-7390/11/14/3116

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