Publication:
DOES COVID-19 CHLLENGED THE VOLATILITY OF THE SUSTAINABLE STOCK MARKET? AN EXAMINATION OF ASIAN MARKET
DOES COVID-19 CHLLENGED THE VOLATILITY OF THE SUSTAINABLE STOCK MARKET? AN EXAMINATION OF ASIAN MARKET
| dc.contributor.author | Susilo Nur Aji Cokro Darsono, Thang Le Dinh, Nguyen Trong Than, Tran Thai Ha Nguyen, Wing Keung Wong , Jenho Peter Ou. | |
| dc.date.accessioned | 2023-12-19T01:03:47Z | |
| dc.date.available | 2023-12-19T01:03:47Z | |
| dc.date.issued | 2023 | |
| dc.description.abstract | "The coronavirus outbreak at the end of 2019 hit many aspects of the financial sector, especially the stock market. This research examines the impacts of the COVID-19 pandemic, exchange rates, gold price, and the Brent oil price on the volatility of the Sustainable Stock Market in Asia. A quantitative research method is applied using average monthly panel data from March 2020 to April 2022, covering the COVID-19 pandemic period. We employ panel regressions and apply Feasible Generalized Least Square (FGLS) in the analysis, which also serves as a robustness check. This study contributes to the literature by examining the variables significantly impacting sustainable investing, particularly in the sustainable stock market. Empirical results find that COVID-19, gold price and the exchange rate have negatively affected sustainable stock market volatility, while the Brent oil price has a positive impact on the volatility of the sustainable stock market. This study's recommendations infer that both investors and managers should consider the increase of COVID-19 cases and frequency-varying exchange rates to the USD on the Asian sustainable stock market volatility." | |
| dc.identifier.uri | http://repository.vlu.edu.vn:443/handle/123456789/11085 | |
| dc.language.iso | en_US | |
| dc.relation.issn | 2328-8280 | |
| dc.subject | sustainable stock market | |
| dc.subject | COVID-19 pandemic | |
| dc.subject | Feasible Generalized Least Square (FGLS) | |
| dc.subject | stock market lolatility | |
| dc.subject | Asian market | |
| dc.title | DOES COVID-19 CHLLENGED THE VOLATILITY OF THE SUSTAINABLE STOCK MARKET? AN EXAMINATION OF ASIAN MARKET | |
| dc.type | Resource Types::text::journal::journal article | |
| dspace.entity.type | Publication | |
| oairecerif.author.affiliation | #PLACEHOLDER_PARENT_METADATA_VALUE# |
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