COVID-19 contagion and digital finance

Digit Finance. 2020 May 11:1-9. doi: 10.1007/s42521-020-00021-3. Online ahead of print.

ABSTRACT

Digital finance is going to be heavily affected by the COVID-19 outbreak. We present a statistical model which can be employed to understand the contagion dynamics of the COVID-19, so that its impact on finance can possibly be anticipated, and digitally monitored. The model is a Poisson autoregression of the daily new observed cases, and considers both short-term and long-term dependence in the infections counts. Model results are presented for the observed time series of China, the first affected country, but can be easily reproduced for all countries.

PMID:33179008 | PMC:PMC7211562 | DOI:10.1007/s42521-020-00021-3