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The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach

This work investigates financial volatility cascades generated by SARS-CoV-2 related news using concepts developed in the field of seismology. We analyze the impact of socio-economic and political announcements, as well as of financial stimulus disclosures, on the reference stock markets of the Unit...

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Dettagli Bibliografici
Pubblicato in:Ann Oper Res
Autori principali: Spelta, Alessandro, Pecora, Nicolò, Flori, Andrea, Giudici, Paolo
Natura: Artigo
Lingua:Inglês
Pubblicazione: Springer US 2021
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Accesso online:https://ncbi.nlm.nih.gov/pmc/articles/PMC8120015/
https://ncbi.nlm.nih.gov/pubmed/34007096
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s10479-021-04115-y
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