Related papers: Association between COVID-19 cases and internation…
COVID-19 is not a universal killer. We study the spread of COVID-19 at the county level for the United States up until the 15$^{th}$ of August, 2020. We show that the prevalence of the disease and the death rate are correlated with the…
Assessing the trend of the COVID-19 pandemic and policy effectiveness is essential for both policymakers and stock investors, but challenging because the crisis has unfolded with extreme speed and the previous index was not suitable for…
40 days after the start of the international monitoring of COVID-19, we search for the effect of official announcements regarding new cases of infection and death ratio on the financial markets volatility index (VIX). Whereas the new cases…
Public policy must confront emergencies that evolve in real time and in uncertain directions, yet little is known about the nature of policy response. Here we take the coronavirus pandemic as a global and extraordinarily consequential case,…
The coronavirus disease 2019 (COVID-19) has become a public health emergency of international concern affecting 201 countries and territories around the globe. As of April 4, 2020, it has caused a pandemic outbreak with more than 11,16,643…
In this paper, we study the trending behaviour of COVID-19 data at country level, and draw attention to some existing econometric tools which are potentially helpful to understand the trend better in future studies. In our empirical study,…
This study examines the impact of the coronavirus disease 2019 (COVID-19) pandemic on market efficiency by analyzing three time series -- price returns, absolute returns, and volatility increments -- in stock (Deutscher Aktienindex, Nikkei…
The COVID-19 pandemic has caused over 6.4 million registered deaths to date and has had a profound impact on economic activity. Here, we study the interaction of transmission, mortality, and the economy during the SARS-CoV-2 pandemic from…
COVID-19 has been affecting every aspect of societal life including human mobility since December, 2019. In this paper, we study the impact of COVID-19 on human mobility patterns at the state level within the United States. From the…
The COVID-19 pandemic is one of the most pressing issues at present. A question which is particularly important for governments and policy makers is the following: Does the virus spread in the same way in different countries? Or are there…
The COVID-19 pandemic has generated disruptive changes in many fields. Here we focus on the relationship between the anxiety felt by people during the pandemic and the trust in the future performance of financial markets. Precisely, we move…
This paper introduces new methods to analyze the changing progression of COVID-19 cases to deaths in different waves of the pandemic. First, an algorithmic approach partitions each country or state's COVID-19 time series into a first wave…
By fitting a compartment ODE model for Covid-19 propagation to cumulative case and death data for US states and European countries, we find that the case mortality rate seems to have decreased by at least 80% in most of the US and at least…
This study investigates the impact of the COVID-19 pandemic on the stock market crash risk in China. For this purpose, we first estimated the conditional skewness of the return distribution from a GARCH with skewness (GARCH-S) model as the…
In this paper, we estimate the impact of national lockdown on COVID-19 related total and daily deaths, per million people, in select European countries. In particular, we compare countries that imposed a nationwide lockdown (Treatment…
The years 2020 and 2021 were characterized by the COVID-19 pandemic. The true impact of the pandemic on populations' health and life still has to be fully discerned. The main objective of this work is to discern the true impact of COVID-19…
The spread of COVID-19 has been greatly impacted by regulatory policies and behavior patterns that vary across counties, states, and countries. Population-level dynamics of COVID-19 can generally be described using a set of ordinary…
The coronavirus disease 2019 (COVID-19) pandemic radically impacts our lives, while the transmission/infection and recovery dynamics of COVID-19 remain obscure. A time-dependent Susceptible, Exposed, Infectious, and Recovered (SEIR) model…
During the COVID-19 pandemic, the behavioral response to reported case numbers changed drastically over time. While a few dozen cases were enough to trigger government-induced and voluntary contact reduction in early 2020, less than a year…
This paper proposes a cluster-based method to analyze the evolution of multivariate time series and applies this to the COVID-19 pandemic. On each day, we partition countries into clusters according to both their case and death counts. The…