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  • Covid19 Financial markets paper v8-6-20

    Rights statement: This is the author’s version of a work that was accepted for publication in International Review of Financial Analysis. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in International Review of Financial Analysis, 74, 2021 DOI: 10.1016/j.irfa.2021.101671

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The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model

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The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model. / Izzeldin, Marwan; Muradoglu, Gulnur; Pappas, Vasileios et al.
In: International Review of Financial Analysis, Vol. 74, 101671, 01.03.2021.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Harvard

Izzeldin, M, Muradoglu, G, Pappas, V & Sivaprasad, S 2021, 'The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model', International Review of Financial Analysis, vol. 74, 101671. https://doi.org/10.1016/j.irfa.2021.101671

APA

Izzeldin, M., Muradoglu, G., Pappas, V., & Sivaprasad, S. (2021). The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model. International Review of Financial Analysis, 74, Article 101671. https://doi.org/10.1016/j.irfa.2021.101671

Vancouver

Izzeldin M, Muradoglu G, Pappas V, Sivaprasad S. The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model. International Review of Financial Analysis. 2021 Mar 1;74:101671. Epub 2021 Jan 13. doi: 10.1016/j.irfa.2021.101671

Author

Izzeldin, Marwan ; Muradoglu, Gulnur ; Pappas, Vasileios et al. / The impact of Covid-19 on G7 stock markets volatility : Evidence from a ST-HAR model. In: International Review of Financial Analysis. 2021 ; Vol. 74.

Bibtex

@article{1f9d4b2ee54d43f4add1f9842eb711eb,
title = "The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model",
abstract = "We investigate the impact of Covid-19 on stock markets across G7 countries and their business sectors. We highlight the synchronicity and severity of this unprecedented crisis. We find strong transition evidence to a crisis regime in all countries and sectors, yet crisis intensity and timings vary. The Health Care and Consumer services sectors were the most severely affected; a reflection of the Covid-19 drug-race and international travel restrictions. The Technology sector was hit the latest and least severely, as imposed lockdown measures forced people to explore various web-based entertainment and distraction options. Country-wise the UK and the US were the most affected with the highest heterogeneity in their business sectors' response; a possible reflection of the ambiguity in the initial response and adoption of lockdown measures. Financial markets' response to Covid-19 is akin to response in previous financial crisis rather than previous pandemics. A series of robustness checks confirms our findings.",
keywords = "Covid-19, Financial markets, HAR model, Smooth transition, Business sectors",
author = "Marwan Izzeldin and Gulnur Muradoglu and Vasileios Pappas and Sheeja Sivaprasad",
note = "This is the author{\textquoteright}s version of a work that was accepted for publication in International Review of Financial Analysis. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in International Review of Financial Analysis, 74, 2021 DOI: 10.1016/j.irfa.2021.101671",
year = "2021",
month = mar,
day = "1",
doi = "10.1016/j.irfa.2021.101671",
language = "English",
volume = "74",
journal = "International Review of Financial Analysis",
issn = "1057-5219",
publisher = "Elsevier Inc.",

}

RIS

TY - JOUR

T1 - The impact of Covid-19 on G7 stock markets volatility

T2 - Evidence from a ST-HAR model

AU - Izzeldin, Marwan

AU - Muradoglu, Gulnur

AU - Pappas, Vasileios

AU - Sivaprasad, Sheeja

N1 - This is the author’s version of a work that was accepted for publication in International Review of Financial Analysis. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in International Review of Financial Analysis, 74, 2021 DOI: 10.1016/j.irfa.2021.101671

PY - 2021/3/1

Y1 - 2021/3/1

N2 - We investigate the impact of Covid-19 on stock markets across G7 countries and their business sectors. We highlight the synchronicity and severity of this unprecedented crisis. We find strong transition evidence to a crisis regime in all countries and sectors, yet crisis intensity and timings vary. The Health Care and Consumer services sectors were the most severely affected; a reflection of the Covid-19 drug-race and international travel restrictions. The Technology sector was hit the latest and least severely, as imposed lockdown measures forced people to explore various web-based entertainment and distraction options. Country-wise the UK and the US were the most affected with the highest heterogeneity in their business sectors' response; a possible reflection of the ambiguity in the initial response and adoption of lockdown measures. Financial markets' response to Covid-19 is akin to response in previous financial crisis rather than previous pandemics. A series of robustness checks confirms our findings.

AB - We investigate the impact of Covid-19 on stock markets across G7 countries and their business sectors. We highlight the synchronicity and severity of this unprecedented crisis. We find strong transition evidence to a crisis regime in all countries and sectors, yet crisis intensity and timings vary. The Health Care and Consumer services sectors were the most severely affected; a reflection of the Covid-19 drug-race and international travel restrictions. The Technology sector was hit the latest and least severely, as imposed lockdown measures forced people to explore various web-based entertainment and distraction options. Country-wise the UK and the US were the most affected with the highest heterogeneity in their business sectors' response; a possible reflection of the ambiguity in the initial response and adoption of lockdown measures. Financial markets' response to Covid-19 is akin to response in previous financial crisis rather than previous pandemics. A series of robustness checks confirms our findings.

KW - Covid-19

KW - Financial markets

KW - HAR model

KW - Smooth transition

KW - Business sectors

U2 - 10.1016/j.irfa.2021.101671

DO - 10.1016/j.irfa.2021.101671

M3 - Journal article

VL - 74

JO - International Review of Financial Analysis

JF - International Review of Financial Analysis

SN - 1057-5219

M1 - 101671

ER -