Does G7 Engross the Shock of COVID 19: An Assessment with Market Volatility?

IF 2.5 Q2 ECONOMICS
Nupur Moni Das, Bhabani Sankar Rout, Yashmin Khatun
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引用次数: 3

Abstract

The paper has emphasized on the downside potential of the stock market faced by G-7 countries in the times of COVID-19 relative to other economic crises. The results of VaR models, ES, and correlation suggests that most of the nations in G-7 group experienced highest risk during COVID-19 relative to other regimes and also increased inter-linkage of different markets within the group is visible during this period. The work can definitely be a reference to the investors for taking investment decisions as well as the governments and regulators for framing policies to keep the market stable by clinging to the policies of those markets which has managed to stay stable even at turbulent times. Moreover, the group as a whole can also rethink of policy measures together to beat the crisis.

Abstract Image

G7是否克服了2019冠状病毒病的冲击:对市场波动性的评估?
该文件强调了与其他经济危机相比,新冠疫情时期g7国家股市面临的下行潜力。VaR模型、ES和相关性的结果表明,相对于其他制度,G-7集团中的大多数国家在2019冠状病毒病期间的风险最高,并且在此期间,集团内不同市场的相互联系也有所增加。这项工作绝对可以作为投资者做出投资决策的参考,也可以作为政府和监管机构制定政策的参考,通过坚持那些即使在动荡时期也能保持稳定的市场的政策来保持市场稳定。此外,作为一个整体,g20还可以共同反思应对危机的政策措施。
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来源期刊
CiteScore
3.00
自引率
0.00%
发文量
34
期刊介绍: The current remarkable growth in the Asia-Pacific financial markets is certain to continue. These markets are expected to play a further important role in the world capital markets for investment and risk management. In accordance with this development, Asia-Pacific Financial Markets (formerly Financial Engineering and the Japanese Markets), the official journal of the Japanese Association of Financial Econometrics and Engineering (JAFEE), is expected to provide an international forum for researchers and practitioners in academia, industry, and government, who engage in empirical and/or theoretical research into the financial markets. We invite submission of quality papers on all aspects of finance and financial engineering. Here we interpret the term ''financial engineering'' broadly enough to cover such topics as financial time series, portfolio analysis, global asset allocation, trading strategy for investment, optimization methods, macro monetary economic analysis and pricing models for various financial assets including derivatives We stress that purely theoretical papers, as well as empirical studies that use Asia-Pacific market data, are welcome. Officially cited as: Asia-Pac Financ Markets
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