Article Publication from Res.Assist. Süreyya İmre Bıyıklı

Res.Assist. Süreyya İMRE BIYIKLI's article titled "IMPACT OF THE COVID-19 PANDEMIC ON SELECTED WORLD EXCHANGES" was published in the International Journal of Refereed Financial Research and Studies.
The summary of the article is given below:
In this study, among the world’s largest stock exchanges; Borsa Istanbul, Russian Stock Exchange, Brazil Stock Exchange, Tokyo Stock Exchange, Germany Stock Exchange, United States Stock Exchange, New York Stock Exchange, Brazil Stock Exchange, Korea Stock Exchange on the effect of the COVID-19 pandemic was wanted to be investigated. For this purpose, analyzes were made with the EGARCH(1,1) model using daily data between 02.01.2017 and 17.09.2021. As a result of the analyzes, it was determined that the COVID-19 pandemic negatively affected the returns of the Borsa Istanbul and the Brazilian Stock Exchange, while it caused a positive increase in the returns of the Russian Stock Exchange and the Tokyo Stock Exchange. In addition, the Borsa Istanbul caused an increase in the volatility of the German Stock Exchange, the Tokyo Stock Exchange, the United States Stock Exchange, the New York Stock Exchange and the Korea Stock Exchange.