Volatility During the COVID-19 Pandemic
Published Online:23 Jun 2025https://doi.org/10.1287/mnsc.2024.04352
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The replication files for this article are available HERE.
- Cited by
- IEEE Transactions on Engineering Management, Vol. 73
Volume 72, Issue 2
February 2026
Pages 783-1726, iv-vi
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- Received:January 04, 2024
- Accepted:January 25, 2025
- Published Online:June 23, 2025
Copyright © 2025 The Author(s)
Cite as
Tony Berrada, Jerome Detemple, Marcel Rindisbacher (2025) Volatility During the COVID-19 Pandemic. Management Science 72(2):1529-1559.
https://doi.org/10.1287/mnsc.2024.04352
Keywords
The authors thank Daniel Andrei, Syed Hassan, Matthias Lassak, and seminar participants for comments. This paper was presented at Soochow University (Suzhou), University of Toronto, the 2022 Financial Engineering and Banking Society conference, the 2022 European Financial Management Association conference, the 2022 World Finance Conference, the 2022 EUROFIDAI-Ecole Superieure des Sciences Economiques et Commerciales conference and the 2023 Multinational Finance Society conference. It won Best Paper awards at the 2022 World Finance Conference and the 2023 Multinational Finance Society conference.
