Covid-19 EMV and return of stock markets relationship
Published: 2 February 2022| Version 1 | DOI: 10.17632/z8c4mrrbrf.1
Contributor:
deniz sevincDescription
Relationship between EMV-ID (Infectious Disease Equity Market Volatility Tracker) and return of stock markets which belong the highest number of Covid-19 cases and deaths.
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Steps to reproduce
EMV-ID series gathered from policyunceartinty.com presented by Baker et al. (2020). Closing prices of stock markets obtained from investing.com. Return series obtained with logarithmic calculation of closing prices of 13 stock markets.
Categories
Stock Market Valuation, Volatility, COVID-19