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Evaluation of changes on World stock exchanges in connection with the SARS-CoV-2 pandemic: Survival analysis methods

Risks (Basel), 2021-07, Vol.9 (6), p.1-19 [Peer Reviewed Journal]

2021 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2227-9091 ;EISSN: 2227-9091 ;DOI: 10.3390/risks9070121

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  • Title:
    Evaluation of changes on World stock exchanges in connection with the SARS-CoV-2 pandemic: Survival analysis methods
  • Author: Bieszk-Stolorz, Beata ; Dmytrów, Krzystof
  • Subjects: Coronaviruses ; COVID-19 ; Crude oil prices ; Fatalities ; Global economy ; risk assessment ; SARS-CoV-2 pandemic ; Severe acute respiratory syndrome coronavirus 2 ; Stock exchanges ; stock indices ; survival analysis models
  • Is Part Of: Risks (Basel), 2021-07, Vol.9 (6), p.1-19
  • Description: The aim of our research was to compare the intensity of decline and then increase in the value of basic stock indices during the SARS-CoV-2 coronavirus pandemic in 2020. The survival analysis methods used to assess the risk of decline and chance of rise of the indices were: Kaplan- Meier estimator, logit model, and the Cox proportional hazards model. We observed the highest intensity of decline in the European stock exchanges, followed by the American and Asian plus Australian ones (after the fourth and eighth week since the peak). The highest risk of decline was in America, then in Europe, followed by Asia and Australia. The lowest risk was in Africa. The intensity of increase was the highest in the fourth and eleventh week since the minimal value had been reached. The highest odds of increase were in the American stock exchanges, followed by the European and Asian (including Australia and Oceania), and the lowest in the African ones. The odds and intensity of increase in the stock exchange indices varied from continent to continent. The increase was faster than the initial decline.
  • Publisher: Basel: MDPI
  • Language: English
  • Identifier: ISSN: 2227-9091
    EISSN: 2227-9091
    DOI: 10.3390/risks9070121
  • Source: DOAJ Directory of Open Access Journals
    Coronavirus Research Database
    ROAD: Directory of Open Access Scholarly Resources
    ProQuest Central
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