Forecasting recovery from COVID-19 using financial data: An application to Viet Nam

Autor:	Jesse Lastunen, Matteo Richiardi
Rok vydání:	2021
Předmět:	Finance Nowcasting Exploit Coronavirus disease 2019 (COVID-19) business.industry Economic recovery Financial market Viet nam Economics Duration (project management) business
Zdroj:	WIDER Working Paper.
ISSN:	1798-7237
DOI:	10.35188/unu-wider/2021/024-5
Popis:	We develop a new methodology to nowcast the effects of the COVID-19 crisis and forecast its evolution in small, export-oriented countries. To this aim, we exploit variation in financial indexes at the industry level and relate them to the expected duration of the crisis for each industry, under the assumption that the main shocks to financial prices in recent months have come from COVID-19.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::67cc4489bb883d139cfe27dd6dce2530 https://doi.org/10.35188/unu-wider/2021/024-5 Zobrazit plný text záznamu