Stagpression : The Economic and Financial Impact of COVID-19 Pandemic
This paper formulates an analytical framework to understand the spatiotemporal patterns of epidemic disease occurrence, its relevance, and implications to financial markets activity. The paper suggests a paradigm shift: a new multidimensional geometric approach to capture all symmetrical and asymmetrical strategic graphical movement. Furthermore, the concept of stagpression is introduced, a new economic phenomenon to explain the uncharted territory for the world economies and financial markets are getting into. The Massive Pandemic Contagious Diseases Damage on Stock Markets Simulator (φ-Simulator) to evaluate the determinants of capital markets behavior in the presence of an infectious disease outbreak. The model investigates the impact of COVID-19 on the performance of ten stock markets, including S&P 500, TWSE, Shanghai Stock Exchange, Nikkei 225, DAX, Hang Seng, U.K.-FTSE, KRX, SGX, and Malaysia-FTSE.
| Medienart: |
E-Book |
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| Erscheinungsjahr: |
[2020] |
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| Erschienen: |
S.l.: SSRN ; 2020 |
| Sprache: |
Englisch |
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| Beteiligte Personen: |
Ruiz Estrada, Mario Arturo [VerfasserIn] |
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| Links: |
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| Anmerkungen: |
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 5, 2020 erstellt |
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| Umfang: |
1 Online-Ressource (16 p) |
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| doi: |
10.2139/ssrn.3593144 |
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| funding: |
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| Förderinstitution / Projekttitel: |
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| PPN (Katalog-ID): |
1790295971 |
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