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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2022
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| Materias: | |
| 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 |