Global Equity Market Volatility during the Initial Stages of the COVID-19 Pandemic: Drivers and Policy Responses

Nazli Sila Alan; Robert F. Engle; Ahmet K. Karagozoglu

doi:10.3905/jpm.2022.1.406

Global Equity Market Volatility during the Initial Stages of the COVID-19 Pandemic: Drivers and Policy Responses

Nazli Sila Alan, Robert F. Engle and Ahmet K. Karagozoglu

The Journal of Portfolio Management Novel Risks 2022, 48 (10) 12-39; DOI: https://doi.org/10.3905/jpm.2022.1.406

Nazli Sila Alan

is an associate professor of finance in the Dolan School of Business at Fairfield University in Fairfield, CT

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Robert F. Engle

is professor emeritus of finance in the Stern School of Business at New York University in New York, NY

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Ahmet K. Karagozoglu

is the C.V. Starr Distinguished Professor of Finance and Investment Banking in the Zarb School of Business at Hofstra University in Hempstead, NY, and a visiting scholar in the Volatility and Risk Institute at the Stern School of Business at New York University in New York, NY;

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Vol. 48, Issue 10

Novel Risks 2022

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Global Equity Market Volatility during the Initial Stages of the COVID-19 Pandemic: Drivers and Policy Responses