Asset Details
Do you wish to reserve the book?
Deciphering the Impact of COVID-19 on Korean Sector ETFs: Insights from an ARIMAX and Granger Causality
Hey, we have placed the reservation for you!
By the way, why not check out events that you can attend while you pick your title.
Oops! Something went wrong.
Looks like we were not able to place the reservation. Kindly try again later.
Are you sure you want to remove the book from the shelf?
Deciphering the Impact of COVID-19 on Korean Sector ETFs: Insights from an ARIMAX and Granger Causality
Do you wish to request the book?
Deciphering the Impact of COVID-19 on Korean Sector ETFs: Insights from an ARIMAX and Granger Causality
Please be aware that the book you have requested cannot be checked out. If you would like to checkout this book, you can reserve another copy
We have requested the book for you!
Your request is successful and it will be processed during the Library working hours. Please check the status of your request in My Requests.
Oops! Something went wrong.
Looks like we were not able to place your request. Kindly try again later.
Journal Article
Deciphering the Impact of COVID-19 on Korean Sector ETFs: Insights from an ARIMAX and Granger Causality
2025
Overview
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 statistics, including total confirmed cases and deaths, and Korean sector ETF market performance. The research uses the ARIMAX model to evaluate how external variables affect ETF price volatility. The research uses Granger causality tests to determine the direction of relationships between pandemic metrics and sectoral performance, while K-means clustering identifies patterns across different sectors. The analysis reveals significant statistical connections between pandemic disruptions and three sectors, including communication services, healthcare, and IT. The research shows that COVID-19 metrics strongly affected the performance of sector-specific ETFs throughout the analyzed time period. The research establishes a basis for additional studies about external shock effects on financial instruments and delivers valuable information to investors and policymakers who need to manage global crisis risks.
