An analysis of COVID-19 impacts on S&P 500 and FinTech index
International Journal of Financial Engineering
; 8(2), 2021.
Article
in English
| ProQuest Central | ID: covidwho-1322855
ABSTRACT
COVID-19 developed into an extremely serious pandemic by the middle of 2020. It has caused enormous negative impacts such as a crush to the global market. In this study, we tested the correlation between COVID-19 and stock market in a more intuitive way with the COVID-19 transmission rate and recovery rate. They were generated by using Unscented Kalman Filter method incorporated with SEIR model. Since the Unscented Kalman Filter method analyzes data at daily intervals, we can study the trend of COVID-19 development and the fund index rate change in detail.
Full text:
Available
Collection:
Databases of international organizations
Database:
ProQuest Central
Type of study:
Experimental Studies
Language:
English
Journal:
International Journal of Financial Engineering
Year:
2021
Document Type:
Article
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