Impact of Covid-19 on stock market volatility-A Bangladesh Perspective

Shaturaev, Jakhongir (2023): Impact of Covid-19 on stock market volatility-A Bangladesh Perspective. Published in: The Market Review , Vol. 2, No. 10 (25 March 2023): pp. 27-37.

Abstract

This study aims to measure the impact of Covid-19 on the volatility of stock market in Bangladesh. It considers daily data of Dhaka Stock Exchange Broad Index (DSEX) as dependent variable and growth rate of exchange rate and Brent oil price as independent variables while death case due to coronavirus as Covid-19 proxy. This study observes significantly negative impact of Covid-19 on the volatility. It is expected that the recommendations of this study may ensure a stable and vibrant capital market to enhance the economic progress of Bangladesh.

• Item Type: MPRA Paper
• Language: English
• Keywords: Covid-19, volatility, stock market, GARCH
• Subjects: G - Financial Economics > G0 - General; H - Public Economics > H0 - General; K - Law and Economics > K0 - General; M - Business Administration and Business Economics ; Marketing ; Accounting ; Personnel Economics > M0 - General

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