Rodrigues, Paulo Manuel MarquesConti, Emanuele2023-04-212023-04-212022-06-012022-06-01http://hdl.handle.net/10362/151978This project aims to test for the presence of structural breaks in the volatility of the European markets during the covid-19 pandemic. A dataset composed by 19 sectoral indexes, and the methodology proposed by Kokoszka and Leipus are used. The results show that all the analyzed sectors besides two are going through multiple breaks. The breaks are more frequent during the beginning of the pandemic, and also the volatility is significantly higher during this period.engCovidVolatilityStructural breaksStoxx europe 600master thesis203222083