Research Communication | Open Access
Volume 2021 | Communication ID 46
Volume 2021 | Communication ID 46
| COVID-19 effects on the European and American financial markets |
Abderrahmane Moussi, Ahmed Ouazza
Received |
Accepted |
Published |
January 23, 2021 |
February 15, 2021 |
March 15, 2021 |
Abstract: The financial crisis induced by the COVID-19 pandemic is unprecedented [1]. In order to highlight the impact of the pandemic on the principal financial markets, we propose to study seven European and American stock indices during the period from December 31, 2019 until March 31, 2020 [3]. Firstly, we carry out an empirical study of the effects of COVID-19 daily data and the Chinese CSI300 index, especially on the market’s volatility and correlations across indices. Secondly, using the stepwise method, we establish linear models which predict the studied indices values successfully. The ...