Semantic Scholar Open Access 2020 461 sitasi

COVID-19 and the United States financial markets’ volatility

C. Albulescu

Lihat Sumber DOI

Abstrak

We empirically investigate the effect of the official announcements regarding the COVID-19 new cases of infection and fatality ratio, on the financial markets volatility in the United States (US). We consider both COVID-19 global and US figures and show that the sanitary crisis enhances the S&P 500 realized volatility. Our findings are robust to different model specifications and suggest that the prolongation of the coronavirus pandemic is an important source of financial volatility, challenging the risk management activity.

Topik & Kata Kunci

Economics Medicine

Penulis (1)

C. Albulescu

Format Sitasi

APA MLA BibTeX

Albulescu, C. (2020). COVID-19 and the United States financial markets’ volatility. https://doi.org/10.1016/j.frl.2020.101699

Akses Cepat

Lihat di Sumber doi.org/10.1016/j.frl.2020.101699

Informasi Jurnal

Tahun Terbit: 2020
Bahasa: en
Total Sitasi: 461×
Sumber Database: Semantic Scholar
DOI: 10.1016/j.frl.2020.101699
Akses: Open Access ✓