病例、死亡、严格指数和印度金融市场——COVID-19大流行期间的经验证据

IF 2 0 ECONOMICS
Shailaja Kheni, Santosh Kumar
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引用次数: 5

摘要

本研究的主要动机是调查COVID-19大流行对印度金融市场的影响。在本文中,我们通过股票市场指数解释了由于研究期间COVID-19病例总数、死亡人数和严格指数的变化而导致的金融市场波动。研究结果表明,新冠肺炎确诊病例总数、死亡总人数与印度应对大流行的程度,即印度金融市场的严格程度指数和考虑的股票指数之间存在显著关系。对于所提出的分析,我们使用带残差诊断的普通最小二乘回归模型。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
CASES, DEATHS, STRINGENCY INDEXES AND INDIAN FINANCIAL MARKET — EMPIRICAL EVIDENCE DURING COVID-19 PANDEMIC
The primary motive of the present study is to investigate the effect of COVID-19 pandemic on the Indian financial market. In this paper, we explain financial market volatility through stock market indices due to changes in the total number of COVID-19 cases, deaths and stringency index over a study period. The results of the study show that there exists a significant relationship between the total number of confirmed cases, total deceased due to COVID-19, and the country’s response towards pandemic i.e., stringency index and considered stock indices of Indian financial market. For the proposed analysis, we use ordinary least square regression models with residual diagnosis.
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来源期刊
CiteScore
6.60
自引率
55.00%
发文量
30
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