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| Autore principale: | |
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| Natura: | Recurso digital |
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| Pubblicazione: |
Zenodo
2026
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| Accesso online: | https://doi.org/10.5281/zenodo.20321316 |
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Sommario:
- <p class="MsoNormalCxSpFirst"><em><span>Stock market volatility is a critical indicator of financial instability, particularly during periods of economic crises. The increasing interconnectedness of global financial systems has intensified the magnitude and speed of market fluctuations, making volatility analysis more relevant than ever. This study examines the behavior of stock market volatility during major economic crises, focusing on its causes, patterns, and implications for investors and policymakers.</span></em></p> <p class="MsoNormalCxSpMiddle"><em><span>The primary objective of the study is to analyze the relationship between economic crises and stock market volatility and to assess the impact of macroeconomic shocks on market performance. The research adopts a quantitative methodology using secondary data from major stock indices over selected crisis periods. Statistical tools such as correlation and regression analysis are applied to evaluate volatility patterns.</span></em></p> <p class="MsoNormalCxSpMiddle"><em><span>The findings indicate that stock market volatility significantly increases during crisis periods due to heightened uncertainty, liquidity constraints, and investor panic. Additionally, macroeconomic variables such as inflation and interest rates play a substantial role in influencing volatility.</span></em></p> <p class="MsoNormalCxSpMiddle"><em><span>This study contributes to the existing literature by offering a comparative analysis of multiple crisis periods and providing insights into risk management strategies for investors and policymakers.</span></em></p>