Search results for "Financial services industry -- United States."

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The Interactions between COVID-19 Cases in the USA, the VIX Index and Major Stock Markets

2021

With this study, we aimed to determine (1) the effect of the daily new cases and deaths due to the COVID-19 pandemic in the United States on the CBOE volatility index (VIX index) and (2) the effect of the VIX index on the major stock markets during the early stage of the pandemic period. To do this, we collected and analysed the daily new cases and death numbers during the COVID-19 pandemic period in the United States and the country indexes of the USA (DJI), Germany (DAX), France (CAC40), England (FTSE100), Italy (MIB), China (SSEC) and Japan (Nikkei225) to determine the impact of the VIX index on the major stock markets. We then subjected this data to the Johansen co-integration test and …

2019-20 coronavirus outbreakIndex (economics)Coronavirus disease 2019 (COVID-19)co-integration testSevere acute respiratory syndrome coronavirus 2 (SARS-CoV-2)Stock exchanges and current eventsfear indexCOVID-19 pandemic01 natural sciences010305 fluids & plasmas0103 physical sciencesddc:330Financial services industry -- United States.010306 general physicsCOVID-19 Pandemic 2020- -- Economic aspects -- United StatesStock (geology)Volatility indexstock marketsStock exchangesGeographyfully modified least squares methodHG1-9999Bull marketsStocks -- PricesFinanceDemographyInternational Journal of Financial Studies
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