COVID-19 and the United States financial markets’ volatility

Tiberiu Albulescu, Claudiu

doi:10.1016/j.frl.2020.101699

Public

COVID-19 and the United States financial markets’ volatility

Published in Finance research letters • Jul 25, 2020

Authors:

Claudiu Tiberiu Albulescu

Abstract

We empirically investigate the effect of the official announcements regarding the COVID-19 new cases of infection and fatality ratio, on the financial markets volatility in the United States (US). We consider both COVID-19 global and US figures and show that the sanitary crisis enhances the S&P 500 ...

Subject

Volatility (finance)

Coronavirus disease 2019 (COVID-19)

2019-20 coronavirus outbreak

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