新冠肺炎疫情对资本市场的影响——以标普500指数为例

Microeconomics: General Equilibrium & Disequilibrium Models of Financial Markets eJournal Pub Date : 2020-07-01 DOI:10.2139/ssrn.3640871

Shreeram Thakur

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引用次数: 5

摘要

本文分析了新冠肺炎疫情期间美国股市的走势。本文使用向量自回归(VAR)模型对2020年1月23日至2020年6月19日的数据进行时间序列分析。这一发现表明，作为资本市场参考的标准普尔指数在全球范围内与新增病例数量的增加呈负相关关系。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Effect of COVID-19 on Capital Market with Reference to S&P 500

This paper has analyzed the movement of US stock market during the COVID-19 pandemic. The paper has used time series analysis using Vector Autoregression (VAR) model using data from Jan 23, 2020 to June 19, 2020. The finding suggests that Standard and Poor Index which has been used as reference for capital market has shown negative causality with increase in number of new cases at global level.

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Microeconomics: General Equilibrium & Disequilibrium Models of Financial Markets eJournal

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