Impact of post-COVID-19 Quantitative Tightening on Stock Market Volatility: Evidence from G-7 and Selected Emerging Market Economies

Figshare 2026 Dataset Open access

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Authors: Ateeb Akhter Shah Syed, Sami Mansoor Abdul, Maisam Nazim, Asad Amyn
DOI: 10.6084/m9.figshare.31043173
Cited by: 0

Abstract

This zip file contains replication files, both datasets and R programming files for replication of the results reported in paper titled "Impact of post-COVID-19 Quantitative Tightening on Stock Market Volatility: Evidence from G-7 and Selected Emerging Market Economies"

Fields of Study & Subjects

Market Dynamics and Volatility COVID-19 Pandemic Impacts Financial Risk and Volatility Modeling

Publication details

Journal / source
Figshare
Publication date
1 January 2026
Document type
Dataset