Journal
CONTEMPORARY ECONOMICS
Volume 15, Issue 1, Pages 19-33Publisher
UNIV ECONOMICS & HUMAN SCIENCES WARSAW
DOI: 10.5709/ce.1897-9254.433
Keywords
Stagpression; pandemics; economic modeling; economic desgrowth; policy modeling; stock market; COVID-19
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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.
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
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