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ARTÍCULO
TITULO

An Empirical Assessment of COVID-19 Pandemic on Asset Market Responses in India

Vikram Mohite    
Vibha Bhandari    

Resumen

AbstractThe study investigates the financial market?s response during the period of last nine months starting from the day when first COVID-19 case was confirmed in India. This paper attempts to gauge the impact of rise in COVID-19 confirmed number of cases on stock market as well as commodities market returns. A multi-model approach is used in the current research to assess the relationship between daily number of confirmed cases of COVID-19 and movement of asset returns from January 2020 to September 2020. The findings reveal that though financial markets exhibited asymmetric volatility clustering, it could not be traced to COVID-19 pandemic for the period under study in India.

PÁGINAS
pp. 106 - 120
MATERIAS
ADMINISTRACIÓN

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