Covid-19 EMV and return of stock markets relationship

Published: 2 February 2022| Version 1 | DOI: 10.17632/z8c4mrrbrf.1
Contributor:
deniz sevinc

Description

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

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