Estrada, Mario Arturo Ruiz and Koutronas, Evangelos and Lee, Minsoo (2021) Stagpression: The economic and financial impact of the COVID-19 pandemic. Contemporary Economics, 15 (1). pp. 19-33. ISSN 2084-0845, DOI https://doi.org/10.5709/ce.1897-9254.433.
Full text not available from this repository.Abstract
This paper formulates an analytical framework to understand the spatiotemporal patterns of epidemic disease occurrence, its relevance, and implications to financial markets activity. The paper suggests a paradigm shift: a new multi-dimensional geometric approach to capture all symmetrical and asymmetrical strategic graphical movement. Furthermore, it introduces the concept of stagpression, a new economic phenomenon to explain the uncharted territory the world economies and financial markets are getting into. The Massive Pandemic Contagious Diseases Damage on Stock Markets Simulator (?-Simulator) to evaluate the determinants of capital markets behavior in the presence of an infectious disease outbreak. The model investigates the impact of COVID-19 on the performance of ten stock markets, including S&P 500, TWSE, Shanghai Stock Exchange, Nikkei 225, DAX, Hang Seng, U.K.-FTSE, KRX, SGX, and Malaysia-FTSE
| Item Type: | Article |
|---|---|
| Funders: | UNSPECIFIED |
| Uncontrolled Keywords: | Stagpression; Pandemics; Economic modeling; Economic desgrowth; Policy modeling; Stock market; COVID-19 |
| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HF Commerce > Business |
| Divisions: | Faculty of Business and Economics |
| Depositing User: | Ms Zaharah Ramly |
| Date Deposited: | 29 Aug 2022 08:01 |
| Last Modified: | 29 Aug 2022 08:01 |
| URI: | http://eprints.um.edu.my/id/eprint/35165 |
Actions (login required)
 |
View Item |
