A Note on the Asian Market Volatility During the COVID-19 Pandemic

By S. Sharma. 2020

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This paper provides a note on commonality in volatility for five developed Asian economies, namely Hong Kong, Japan, Russia, Singapore and South Korea. Additionally, we examine whether the COVID-19 pandemic changed the commonality in volatility within the Asian region. Overall, we find that commonality in volatility during the COVID-19 period is more prominent in the case of Singapore compared to other four economies.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/8d3fdfbdd93a9000263bb43bc1c288918c68af55