Template-Type: ReDIF-Article 1.0 
Author-Name: Susan Sunila Sharma
Author-Email:  s.sharma@deakin.edu.au
Author-Workplace-Name:  Centre for Financial Econometrics, Deakin University, Australia
Title: A Note on the Asian Market Volatility During the COVID-19 Pandemic
Abstract:  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.
Classification-JEL:  I1,G15
Keywords:  covid-19,volatility,country-level,asian regional volatility
Journal:  Asian Economics Letters
Pages: 1-6
Volume: 1
Issue: 2
Year:  2021
DOI:  2021/06/27
File-URL:  https://a-e-l.scholasticahq.com/api/v1/articles/17661-a-note-on-the-asian-market-volatility-during-the-covid-19-pandemic.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnael:7