Article

Empirical Study and Model Simulation of Global Stock Market Dynamics During Covid-19

2022-02-17

Abstract excerpt

At the beginning of 2020, COVID-19 swept the world and changed various aspects of human society, such as economy and finance, life and health, migration and population. We first empirically study how the dynamic behaviors of stock markets are affected by COVID-19, and focus on the large volatility dynamics, variation-fluctuation correlation function and epidemic-fluctuation correlation function. Then we generalize...

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Literature Corpus work: 8f0b8f21-61ad-5481-be93-079d7defdcff
DOI: 10.2139/ssrn.4010722

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