Deciphering the Impact of COVID-19 on Korean Sector ETFs: Insights from an ARIMAX and Granger Causality

The COVID-19 pandemic caused major disruptions to worldwide financial markets, which resulted in market instability and unpredictability. South Korean investors used sector-specific exchange-traded funds (ETFs) to handle the market challenges. This research examines the connection between COVID-19 s...

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Автори:	Insu Choi, Tae Kyoung Lee, Sungsu Park, Kyeong Soo Shin, Suin Lee, Woo Chang Kim
Формат:	Artigo
Мова:	Inglês
Опубліковано:	MDPI AG 2025-08-01
Серія:	Systems
Предмети:	COVID-19 ARIMAX model Granger causality Korean financial markets external shocks
Онлайн доступ:	https://www.mdpi.com/2079-8954/13/8/678
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