Stagpression: The Economic and Financial Impact of the COVID-19 Pandemic

This paper formulates an analytical framework to understand the spatiotemporal patterns of epidemic disease occurrence, its relevance, and implications to financial markets activity. The paper suggests a paradigm shift: a new multi-dimensional geometric approach to capture all symmetrical and asymmetrical strategic graphical movement. Furthermore, it introduces the concept of stagpression, a new economic phenomenon to explain the uncharted territory the world economies and financial markets are getting into. The Massive Pandemic Contagious Diseases Damage on Stock Markets Simulator (?-Simulator) to evaluate the determinants of capital markets behavior in the presence of an infectious disease outbreak. The model investigates the impact of COVID-19 on the performance of ten stock markets, including S&P 500, TWSE, Shanghai Stock Exchange, Nikkei 225, DAX, Hang Seng, U.K.-FTSE, KRX, SGX, and Malaysia-FTSE

Automated summary

This paper presents an analytical framework to study the spatiotemporal patterns of epidemic diseases and their implications on financial markets, proposing a new multi-dimensional geometric approach and introducing the concept of "stagpression". Additionally, it introduces a simulator to evaluate the impact of infectious disease outbreaks on capital markets behavior.