ItemArticle

An ARDL approach: case study of COVID-19 death and insurance stock returns

Title
An ARDL approach: case study of COVID-19 death and insurance stock returns
Creator
Gupta, Himani; Singh, Shalini; Bala, Renu; Sharma, Bhavna
Description
The movement of investment vehicles helps investors communicate as a stock market shield via a diverse portfolio. The COVID-19 outbreak had impacted the India along with other countries across the globe. The diseases progression and economic impact are highly uncertain. The current study is a novel effort to untangle the dynamic relationship between COVID-19 death and returns of NSE-listed life insurance stocks. We look at COVID-19 death data as well as returns from SBI Life, HDFC Life, and ICICI PRU from April 2020 to July 2021, when pandemic was the leading cause of death. Using the autoregressive distributed lag (ARDL) model technique, we discover that COVID-19 death has no dynamic relationship with the returns of selected life insurance stocks. In conclusion, our findings will provide stockholders, investment advisors, and policy experts with significant foresight into guaranteeing returns on life insurance stocks free from uncertain calamities such as COVID-19. Copyright 2025 Inderscience Enterprises Ltd.
Source
International Journal of Business and Globalisation;Volume;41;Issue;2;pp.156-177
Date
01-01-2025
Publisher
Inderscience Publishers
Subject
economic development; financial markets; insurance
Coverage
Gupta H., Department of Management, Jagannath International Management School, OCF, Pocket 9, Sector B, Vasant Kunj, New Delhi, 110070, India; Singh S., School of Commerce, Finance and Accountancy, Christ (Deemed to be University), Delhi-NCR, Mariam Nagar, Meerut Road, Delhi NCR, Ghaziabad, 201003, India; Bala R., Mukhtiar Singh Memorial Degree College, Behbalpur, Haryana, 125050, India; Sharma B., School of Commerce, Finance and Accountancy, Christ (Deemed to be University), Delhi-NCR, Mariam Nagar, Meerut Road, Delhi NCR, Ghaziabad, 201003, India
Rights
Restricted Access; Hardcopy may be available in the library
Relation
ISSN: 17533627;
Format
online
Language
English
Type
Article

Citation

Gupta, Himani; Singh, Shalini; Bala, Renu; Sharma, Bhavna, “An ARDL approach: case study of COVID-19 death and insurance stock returns,” CHRIST (Deemed To Be University) Institutional Repository, accessed June 19, 2026, https://archives.christuniversity.in/items/show/23292.

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