Stock Volatility During the Recent Financial Crisis

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COVID–19’s Impact on Stock Prices Across Different Sectors—An Event Study Based on the Chinese Stock Market (2020, background): “Schwert (2011) studied the fluctuation of US stock prices during the financial crisis.”
Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests (2015, background): “This result is expected as stock market volatility across the globe has increased during the crisis (Schwert, 2011).”
Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests (2016, background): “In line with previous studies which suggest that stock market volatility is higher during recessions than during expansions (e.g., Schwert, 1989; Hamilton and Lin, 1996; Brandt and Kang, 2004; Schwert, 2011), we observe a sharp increase in volatility during the recent financial crisis (shaded area) ”
A statistical risk assessment of bitcoin and its extreme tail behaviour (2017, background): “To put the level of volatility into perspective, note that even during the financial crisis of 2008, fiat currency and equity volatility levels of 70% or more were only ever seen over very short periods of time at the peak of the crisis ((Schwert 2011)).”