Abstracting Volatility Dynamics of South Korean Stock Market: A case study
Abstracting Volatility Dynamics of South Korean Stock Market: A case study
Author(s): Cristi Spulbăr, Ramona Birau, Jatin Trivedi, Mircea Laurenţiu Simion, Andrei-Cristian SpulbarSubject(s): National Economy, Supranational / Global Economy, Health and medicine and law, Economic development, Socio-Economic Research, Russian Aggression against Ukraine
Published by: Editura Universitaria Craiova
Keywords: volatility dynamics; South Korean stock market; stock market; a case study;
Summary/Abstract: The main aim of this research paper is to investigate the volatility dynamics of South Korean stock market. The sample data covers the long time period from December 1996 to September 2022, which also includes certain extreme events such as: the Asian financial crisis of 1997, the global financial crisis of 2008, the COVID-19 pandemic, the war between Russia and Ukraine. The econometric approach focuses on GARCH models and certain statistical tests. The empirical results contribute to the existing specialized literature.
Journal: Revista de Științe Politice. Revue des Sciences Politiques
- Issue Year: 2022
- Issue No: 76
- Page Range: 115-123
- Page Count: 9
- Language: English
