Coronavirus and financial volatility: 40 days of fasting and fear
Identifieur interne : 000005 ( France/Analysis ); précédent : 000004; suivant : 000006Coronavirus and financial volatility: 40 days of fasting and fear
Auteurs : Claudiu Albulescu [France]Source :
English descriptors
Abstract
40 days after the start of the international monitoring of COVID-19, we search for the effect of official announcements regarding new cases of infection and death ratio on the financial markets volatility index (VIX). Whereas the new cases reported in China and outside China have a mixed effect on financial volatility, the death ratio positively influences VIX, that outside China triggering a more important impact. In addition, the higher the number of affected countries, the higher the financial volatility is.
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Hal:hal-02501814Le document en format XML
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Whereas the new cases reported in China and outside China have a mixed effect on financial volatility, the death ratio positively influences VIX, that outside China triggering a more important impact. In addition, the higher the number of affected countries, the higher the financial volatility is.</p> </div></front></TEI><affiliations><list><country><li>France</li></country><region><li>Nouvelle-Aquitaine</li><li>Poitou-Charentes</li></region><settlement><li>Poitiers</li></settlement><orgName><li>Université de Poitiers</li></orgName></list><tree><country name="France"><region name="Poitou-Charentes"><name sortKey="Albulescu, Claudiu" sort="Albulescu, Claudiu" uniqKey="Albulescu C" first="Claudiu" last="Albulescu">Claudiu Albulescu</name></region></country></tree></affiliations></record>Pour manipuler ce document sous Unix (Dilib)
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