{"title":"新冠肺炎疫情对印度资产市场反应的实证评估","authors":"Vikram Mohite, Vibha Bhandari","doi":"10.21013/jmss.v17.n4.p2","DOIUrl":null,"url":null,"abstract":"The 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.","PeriodicalId":302903,"journal":{"name":"IRA-International Journal of Management & Social Sciences (ISSN 2455-2267)","volume":"9 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-11-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"An Empirical Assessment of COVID-19 Pandemic on Asset Market Responses in India\",\"authors\":\"Vikram Mohite, Vibha Bhandari\",\"doi\":\"10.21013/jmss.v17.n4.p2\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The 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.\",\"PeriodicalId\":302903,\"journal\":{\"name\":\"IRA-International Journal of Management & Social Sciences (ISSN 2455-2267)\",\"volume\":\"9 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-11-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"IRA-International Journal of Management & Social Sciences (ISSN 2455-2267)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.21013/jmss.v17.n4.p2\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"IRA-International Journal of Management & Social Sciences (ISSN 2455-2267)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.21013/jmss.v17.n4.p2","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
An Empirical Assessment of COVID-19 Pandemic on Asset Market Responses in India
The 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.
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