AN EMPIRICAL ANALYSIS REGARDING THE BEHAVIOR OF THE ASIAN STOCK MARKETS UNDER THE IMPACT OF TURBULENT EVENTS: A CASE STUDY FOR JAPAN

Birau Ramona, Filip Robert Dorin, Lupu (filip) Gabriela Ana Maria, Simion Mircea Laurentiu and Florescu Ion
Additional contact information
Birau Ramona: FACULTY OF ECONOMIC SCIENCE, UNIVERSITY CONSTANTIN BRANCUSI, TARGU-JIU, ROMANIA
Filip Robert Dorin: UNIVERSITY OF CRAIOVA, DOCTORAL SCHOOL OF ECONOMIC SCIENCES, CRAIOVA, ROMANIA
Lupu (filip) Gabriela Ana Maria: UNIVERSITY OF CRAIOVA, DOCTORAL SCHOOL OF ECONOMIC SCIENCES, CRAIOVA, ROMANIA
Simion Mircea Laurentiu: UNIVERSITY OF CRAIOVA, DOCTORAL SCHOOL OF ECONOMIC SCIENCES, CRAIOVA, ROMANIA
Florescu Ion: UNIVERSITY OF CRAIOVA, DOCTORAL SCHOOL OF ECONOMIC SCIENCES, CRAIOVA, ROMANIA

Annals - Economy Series, 2023, vol. 5, 90-98

Abstract: The main aim of this research study is to conduct an empirical analysis regarding the behavior of the Asian stock markets in under the impact of turbulent events based on a case study for Japan. The analyzed period selected for this study covers the sample period from September 2006 until September 2023, including daily observations. Moreover, the sample period also covers the turbulent period of certain extreme events such as the global financial crisis of 2007-2008 and the COVID-19 pandemic. This empirical research study makes an obvious contribution to the existing literature on the long-term behavior of Asian stock markets.

Keywords: volatility spillovers; extreme events; COVID-19 pandemic; stock market dynamics (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.utgjiu.ro/revista/ec/pdf/2023-05/11_birau.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cbu:jrnlec:y:2023:v:5:p:90-98

Access Statistics for this article

More articles in Annals - Economy Series from Constantin Brancusi University, Faculty of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Ecobici Nicolae ( this e-mail address is bad, please contact ).