EconPapers    
Economics at your fingertips  
 

Coronavirus and financial volatility: 40 days of fasting and fear

Claudiu Albulescu ()

Papers from arXiv.org

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.

Date: 2020-03
New Economics Papers: this item is included in nep-hea
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (14) Track citations by RSS feed

Downloads: (external link)
http://arxiv.org/pdf/2003.04005 Latest version (application/pdf)

Related works:
Working Paper: Coronavirus and financial volatility: 40 days of fasting and fear (2020) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2003.04005

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().

 
Page updated 2021-04-15
Handle: RePEc:arx:papers:2003.04005