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

DOI10.1007/s10479-021-04115-yOpenAlexW3163363740MaRDI QIDQ6148811

Nicolò Pecora, Andrea Flori, Alessandro Spelta, Paolo Giudici

Publication date: 8 February 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-021-04115-y

zbMATH Keywords

financial marketsagent-based modelingOmori lawSARS COVID-2

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

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• HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER
• Herding behaviour and volatility clustering in financial markets

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