Determining the return volatility of the Ghana stock exchange before and during the COVID-19 pandemic using the exponential GARCH model

In this paper, we utilise daily stock returns for the Ghanaian equity market (GSE) to examine the influence of the COVID-19 pandemic on market volatility. We take return volatility from 2nd January, 2018, to 31st December, 2021, and split it into two periods—the pre-COVID-19 period and the COVID-19...

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Detalles Bibliográficos
Autores principales: Prempeh, Kwadwo Boateng, Frimpong, Joseph Magnus, Amaning, Newman
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2022
Materias:
Original Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9786530/
https://www.ncbi.nlm.nih.gov/pubmed/36590699
http://dx.doi.org/10.1007/s43546-022-00401-4

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9786530/
https://www.ncbi.nlm.nih.gov/pubmed/36590699
http://dx.doi.org/10.1007/s43546-022-00401-4

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