Breakpoint Analysis for the COVID-19 Pandemic and Its Effect on the Stock Markets

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dc.contributor.authorChahuán-Jiménez, Karime
dc.contributor.authorRubilar-Torrealba, Rolando
dc.contributor.authorLeiva, Víctor
dc.date.accessioned2022-11-30T02:46:16Z
dc.date.available2022-11-30T02:46:16Z
dc.date.issued2021
dc.description.abstractIn this research, statistical models are formulated to study the effect of the health crisis arising from COVID-19 in global markets. Breakpoints in the price series of stock indexes are considered. Such indexes are used as an approximation of the stock markets in different countries, taking into account that they are indicative of these markets because of their composition. The main results obtained in this investigation highlight that countries with better institutional and economic conditions are less affected by the pandemic. In addition, the effect of the health index in the models is associated with their non-significant parameters. This is due to that the health index used in the modeling would not determine the different capacities of the countries analyzed to respond efficiently to the pandemic effect. Therefore, the contagion is the preponderant factor when analyzing the structural breakdown that occurred in the world economy.en_ES
dc.facultadFacultad de Ciencias Económicas y Administrativasen_ES
dc.file.nameChahuan_Bre2021.pdf
dc.identifier.citationChahuán-Jiménez, K.; Rubilar, R.; de la Fuente-Mella, H.; Leiva, V. Breakpoint Analysis for the COVID-19 Pandemic and Its Effect on the Stock Markets. Entropy 2021, 23, 100. https://doi.org/10.3390/e23010100en_ES
dc.identifier.doihttps://doi.org/10.3390/e23010100
dc.identifier.urihttp://repositoriobibliotecas.uv.cl/handle/uvscl/7286
dc.languageen
dc.publisherMDPI
dc.rights© 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/).
dc.sourceEntropy
dc.subjectDATA SCIENCEen_ES
dc.subjectECONOMETRIC MODELSen_ES
dc.subjectFINANCIAL CONTAGION AND CRISISen_ES
dc.subjectSTATISTICAL MODELINGen_ES
dc.titleBreakpoint Analysis for the COVID-19 Pandemic and Its Effect on the Stock Markets
dc.typeArticulo
uv.departamentoEscuela de Auditoria

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