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A survival analysis in the assessment of the influence of the SARS-CoV-2 pandemic on the probability and intensity of decline in the value of stock indices

The aim of the study is to assess the strength of the world stock exchanges reaction to the SARS-CoV-2 coronavirus pandemic at the turn of 2019–2020. We analyze the risk and intensity of the decline in the values of the basic stock indices by means of selected methods of survival analysis. The sprea...

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Detalles Bibliográficos
Autores principales: Bieszk-Stolorz, Beata, Dmytrów, Krzysztof
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7968564/
http://dx.doi.org/10.1007/s40822-021-00172-7