اثر كوفيد-19 على تقلبات عوائد الأسواق المالية: دراسة قياسية لمؤشرات البنوك العربية الخليجية

Abstract

This study aims to identify and analyze the impact of the COVID-19 virus on the conditional volatility in the returns of Arab Gulf banks indices. Using an (EGARCH model), . The study found that the financial leverage of the majority of the Arab Gulf financial markets under consideration, with the exception of the banking sector of the Bahraini stock market, which is bad news, caused more severe shocks than the good news.