Repository logo
  • English
  • Català
  • Čeština
  • Deutsch
  • Español
  • Français
  • Gàidhlig
  • Italiano
  • Latviešu
  • Magyar
  • Nederlands
  • Polski
  • Português
  • Português do Brasil
  • Srpski (lat)
  • Suomi
  • Svenska
  • Türkçe
  • Tiếng Việt
  • Қазақ
  • বাংলা
  • हिंदी
  • Ελληνικά
  • Српски
  • Yкраї́нська
  • Log In
    New user? Click here to register.Have you forgotten your password?
Repository logo
    Communities & Collections
    Research Outputs
    Fundings & Projects
    People
    Statistics
  • English
  • Català
  • Čeština
  • Deutsch
  • Español
  • Français
  • Gàidhlig
  • Italiano
  • Latviešu
  • Magyar
  • Nederlands
  • Polski
  • Português
  • Português do Brasil
  • Srpski (lat)
  • Suomi
  • Svenska
  • Türkçe
  • Tiếng Việt
  • Қазақ
  • বাংলা
  • हिंदी
  • Ελληνικά
  • Српски
  • Yкраї́нська
  • Log In
    New user? Click here to register.Have you forgotten your password?
  1. Home
  2. USIM Journals
  3. Malaysian Journal of Science, Health & Technology (MJoSHT)
  4. Volatility Of Technology And Healthcare Sectors Before And During Covid-19 Pandemic
 
  • Details
Options

Volatility Of Technology And Healthcare Sectors Before And During Covid-19 Pandemic

Journal
Malaysian Journal of Science, Health & Technology
Date Issued
2021
Author(s)
Norlida Binti Mahussin
Asmah Binti Mohd Jaapar
Luqman Anwar Mustafa
DOI
10.33102/mjosht.v7i2.166
Abstract
The study investigates the effect of the Covid-19 on the volatility of the technology and healthcare sector stock index in Malaysia. The two sectors pose considerable attention during the pandemic due to the increase in demand for healthcare products and digital services. The volatilities are estimated using the GARCH model for the period before and after the implementation of the nationwide movement order control using daily data from September 2019 to September 2020. The finding shows that the Covid-19 pandemic caused a volatility jump for the technology sector index in March 2020 but subsided afterward with estimated conditional volatility revert to normal in the middle of April 2020. However, during the high uncertainty period, the healthcare sector shows a steady increase in volatility beginning in March 2020 till the end of September 2020. The study confirms that there is a significant difference in the volatility of healthcare and technology sectors before and during the Covid-19 outbreak. The outbreak has a significant impact on increasing the volatilities for both sectors but is impacted in different magnitude.
Subjects

Covid-19, volatility,...

File(s)
Loading...
Thumbnail Image
Name

220. Volatility of Technology and Healthcare Sectors Before and During Covid-19 Pandemic.pdf

Size

351.24 KB

Format

Adobe PDF

Checksum

(MD5):f11c00999e4f053a8c69c39649112176

Welcome to SRP

"A platform where you can access full-text research
papers, journal articles, conference papers, book
chapters, and theses by USIM researchers and students.”

Contact:
  • ddms@usim.edu.my
  • 06-798 6206 / 6221
  • USIM Library
Follow Us:
READ MORE Copyright © 2024 Universiti Sains Islam Malaysia