Даваасүрэн Майцэцэг : Risk Analysis of World Major Stock Indexes under COVID-19

Бүтээлийн нэр

Risk Analysis of World Major Stock Indexes under COVID-19

Зохиогч

Даваасүрэн Майцэцэг

Хэлбэр

Нийтлэл

Салбар

Компани, Арилжаа & Бизнесийн эрх зүй, Үнэт цаас & Хөрөнгийн зах зээл

Бүтээлийн товч

Abstract :
Covid-19 has had an outstanding impact on world stock market volatility. This paper studiedhow stock index volatility changed during Covid-19. For the purpose of comparison, S&P 500,NASDAQ, DAX, CAC40, Hang Seng and KOSPI data collected from January 2020 to December2020 from Yahoo finance. Results show that Covid-19 more affected on NASDAQ and S&P 500,however all six indexes were in drastic shock in the beginning of the year. Thus, HANSENG andDAX stabilized from May, KOSPI progressively recovered from September, yet CAC40 in a highfluctuation at the end of the year.

Түлхүүр үг

Risk Analysis, Stock Index, COVID-19
Эрдсдэлийн шинжилгээ, Хувьцааны индекс , КОВИД-19

Бичигдсэн огноо

2021-02-21

Хуудсын тоо

Хэл

Англи

Бүтээл

Бүрэн эхээр нь үзэх

Байршуулсан огноо

2024-12-09

Товч мэдээлэл үзсэн

239

Бүрэн эхээр нь үзсэн

Эшлэлийн тоо

Санал болгож буй эшлэлийн загвар

Д.Майцэцэг “Risk Analysis of World Major Stock Indexes under COVID-19” (2021), ... дахь/дэх тал. Legaldata-аас унших боломжтой: https://legaldata.mn/b/2204

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Эшлэлүүд

[1] Anna Agapova, and Margarita Kaprielyan, 2020. “Stock volatility and trading”. North American Journal of Economics and Finance 54, 101242, 1-19. https://doi.org/10.1016/j.najef.2020.101242 .

[2] Faheem Aslam, Yasir Tariq Mohmand, Paulo Ferreira, Bilal Ahmed Memon, Maaz Khan and Mrestyal Khan, 2020. “Network analysis of global stock markets at the beginning of the coronavirus disease (Covid-19) outbreak”. Borsa Istanbul Review 20-S1, S49-S61. https://doi.org/10.1016/j.bir.2020.09.003 .

[3] Nils Engelhardt, Miguel Krause, Daniel Neukirchen, and Peter N. Posch, 2020. “Trust and stock market volatility during the COVID-19 crisis”. Finance Research Letters, 101873, 1-8. https://doi.org/10.1016/j.frl.2020.101873 .

[4] Seungho Baek, Sunil K. Mohanty, and Mina Glambosky, 2020. “COVID-19 and stock market volatility: An industry level analysis”. Finance Research Letters, 101748, 1-10. https://doi.org/10.1016/j.frl.2020.101748 .

[5] Silvio Contessi and Pierangelo De Pace, 2020. “The international spread of COVID-19 stock market collapses”. Finance Research Letters, 101894, 1-11. https://doi.org/10.1016/j.frl.2020.101894 .

[6] Wu, Maoguo, and Yanyuan Wang, 2018. “Risk Analysis of World Major Stock Index Before and After the 2008 Financial Crisis – Based on GARCH-VaR Approach”. International Journal of Financial Research, vol. 9, no. 2, 39-54. http://doi.org/10.5430/ijfr.v9n2p39 .

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