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Understanding the dynamics of the COVID-19 pandemic is crucial for improved control and social distancing strategies. To that effect, we have employed the susceptible-exposed-infectious-recovered model, refined by contact tracing and…
This research examines the correlations between the return volatility of cryptocurrencies, global stock market indices, and the spillover effects of the COVID-19 pandemic. For this purpose, we employed a two-stage multivariate volatility…
Since March 25, 2020, India had been under a nation-wide lockdown announced as a response to the spread of SARS-CoV-2 and COVID-19 and has resorted to a process of 'unlocking' the lockdown over the past couple of months. This work attempts…
Visualizing data plays a pivotal role in portraying important scientific information. Hence, visualization techniques aid in displaying relevant graphical interpretations from the varied structures of data, which is found otherwise. In this…
In the new paradigm of health-centric governance, policy makers are in a constant need for appropriate metrics and estimates in order to determine the best policies in a non-arbitrary fashion. Thus, in this paper, a compartmentalized model…
COVID-19 has impacted the economy of almost every country in the world. Of particular interest are the responses of the economic indicators of developing nations (such as BRICS) to the COVID-19 shock. As an extension to our earlier work on…
The ongoing novel coronavirus epidemic has been announced a pandemic by the World Health Organization on March 11, 2020, and the Govt. of India has declared a nationwide lockdown from March 25, 2020, to prevent community transmission of…
Understanding how information flows through the financial networks is important, especially during times of market turbulence. Unlike traditional assumptions where information travels along the shortest paths, real-world diffusion processes…
This paper analyses the risk factors around investing in global supply chain infrastructure: the energy market, investor sentiment, and global shipping costs. It presents portfolio strategies associated with dynamic risks. A time-varying…
In this article, we model and study the spread of COVID-19 in Germany, Japan, India and highly impacted states in India, i.e., in Delhi, Maharashtra, West Bengal, Kerala and Karnataka. We consider recorded data published in Worldometers and…
This paper uses new and recently introduced methodologies to study the similarity in the dynamics and behaviours of cryptocurrencies and equities surrounding the COVID-19 pandemic. We study two collections; 45 cryptocurrencies and 72…
Witnessing its first case in late January 2020 India has seen a sharp rise in the number of positive cases of COVID-19. 34 States/UT (s) of the country have been found to be affected by the pandemic to date. We in this work, study the…
This paper compares and contrasts the spread and impact of COVID-19 in the three countries most heavily impacted by the pandemic: the United States (US), India and Brazil. All three of these countries have a federal structure, in which the…
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…
The purpose of this study is to investigate the effects of the COVID-19 pandemic on economic policy uncertainty in the US and the UK. The impact of the increase in COVID-19 cases and deaths in the country, and the increase in the number of…
We examine how skewness interacts with kurtosis within the cryptocurrency market. We show that during the COVID-19 pandemic there are more clusters of observations around the two flanks, highlighting the presence of a volatile behavior.…
This paper analyzes the impact of COVID-19 on the populations and equity markets of 92 countries. We compare country-by-country equity market dynamics to cumulative COVID-19 case and death counts and new case trajectories. First, we examine…
This paper distinguishes between risk resonance and risk diversification relationships in the cryptocurrency market based on the newly developed asymmetric breakpoint approach, and analyzes the risk propagation mechanism among…
Commodity futures constitute an attractive asset class for portfolio managers. Propelled by their low correlation with other assets, commodities begin gaining popularity among investors, as they allow to capture diversification benefits.…
India was under a grave threat from the second wave of the COVID-19 pandemic particularly in the beginning of May 2021. The situation appeared rather gloomy as the number of infected individuals/active cases had increased alarmingly during…