Grin logo
Go to shop › Business economics - Miscellaneous

COVID-19's Impact on Ghana's Stock Market. Analysis and Predictions with ARIMA and EGARCH Models

Title: COVID-19's Impact on Ghana's Stock Market. Analysis and Predictions with ARIMA and EGARCH Models

Term Paper , 2022 , 20 Pages , Grade: A

Autor:in: Anthony Abaidoo (Author), Aminu Osman (Author), Justina Antwi-Konadue (Author)

Business economics - Miscellaneous
Excerpt & Details   Look inside the ebook

The aim of this thesis is to analyze the impact of the COVID-19 pandemic on stock markets, with a specific focus on the Ghanaian Stock Exchange. Using the ARIMA and EGARCH models, this study explores the influence of COVID-19 on stock market volatility, based on daily data from the Ghana Stock Exchange Composite Index from October 2018 to August 2020.

Excerpt


Inhalt

Introduction

Literature Review

Methodology

Specification of the ARIMA Model

Exponential GARCH Model

Diagnostics test for the EGARCH

Results and Discussions

Estimates of ARIMA Model

Conclusion

References

Excerpt out of 20 pages  - scroll top

Details

Title
COVID-19's Impact on Ghana's Stock Market. Analysis and Predictions with ARIMA and EGARCH Models
College
University of Cape Coast  (School of Economics)
Course
Economics
Grade
A
Authors
Publication Year
2022
Pages
20
Catalog Number
V1370264
ISBN (PDF)
9783346902689
ISBN (Book)
9783346902696
Language
English
Tags
COVID-19, Stock Exchange, ARIMA, GARCH
Quote paper
Anthony Abaidoo (Author), Aminu Osman (Author), Justina Antwi-Konadue (Author), 2022, COVID-19's Impact on Ghana's Stock Market. Analysis and Predictions with ARIMA and EGARCH Models, Munich, GRIN Verlag, https://www.grin.com/document/1370264