{"title":"Effect of COVID-19 on Capital Market with Reference to S&P 500","authors":"Shreeram Thakur","doi":"10.2139/ssrn.3640871","DOIUrl":null,"url":null,"abstract":"This paper has analyzed the movement of US stock market during the COVID-19 pandemic. The paper has used time series analysis using Vector Autoregression (VAR) model using data from Jan 23, 2020 to June 19, 2020. The finding suggests that Standard and Poor Index which has been used as reference for capital market has shown negative causality with increase in number of new cases at global level.","PeriodicalId":18611,"journal":{"name":"Microeconomics: General Equilibrium & Disequilibrium Models of Financial Markets eJournal","volume":"32 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Microeconomics: General Equilibrium & Disequilibrium Models of Financial Markets eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3640871","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 5
Abstract
This paper has analyzed the movement of US stock market during the COVID-19 pandemic. The paper has used time series analysis using Vector Autoregression (VAR) model using data from Jan 23, 2020 to June 19, 2020. The finding suggests that Standard and Poor Index which has been used as reference for capital market has shown negative causality with increase in number of new cases at global level.
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