{"title":"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","authors":"Shailaja Kheni, Santosh Kumar","doi":"10.1142/S2010495221500093","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":43570,"journal":{"name":"Annals of Financial Economics","volume":" ","pages":""},"PeriodicalIF":2.0000,"publicationDate":"2021-07-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":"{\"title\":\"CASES, DEATHS, STRINGENCY INDEXES AND INDIAN FINANCIAL MARKET — EMPIRICAL EVIDENCE DURING COVID-19 PANDEMIC\",\"authors\":\"Shailaja Kheni, Santosh Kumar\",\"doi\":\"10.1142/S2010495221500093\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":43570,\"journal\":{\"name\":\"Annals of Financial Economics\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":2.0000,\"publicationDate\":\"2021-07-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"5\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Annals of Financial Economics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1142/S2010495221500093\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"0\",\"JCRName\":\"ECONOMICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annals of Financial Economics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1142/S2010495221500093","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"0","JCRName":"ECONOMICS","Score":null,"Total":0}
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.