This page is still under construction. However, I provide an early visual analysis of the Covid-19 effects on global financial markets.
Covid-19 Cases and Deaths in the World
New Deaths and New Cases per Continent
Percentage of Positive Covid-19 Tests
New Cases and Deaths of Covid-19
Top 10 Most Affected Countries
Index Price and Annualized Volatility Since January 2000
An Inside Look of the Volatility across Sectors in the US Market
10 Biggest One-Day Point Losses between Jan-2000 to June 5, 2020
10 Worst Losses Estimated using Value-at-Risk (VaR) and Expected Shortfall (ES) between January 2000 to June 5, 2020
Both risk measures are estimated using a probability of 99% and based on a portfolio worth $ 1,000.-
Volatility Spillover
More information will be forthcoming.
Last Update: October 17, 2020.
Rodrigo Hizmeri 