冠状病毒和金融波动：40天的禁食和恐惧
Coronavirus and financial volatility: 40 days of fasting and fear
摘要：
在对COVID-19的国际监测开始后40天，我们研究了官方宣布的新感染病例和死亡率对金融市场波动指数（VIX）的影响。尽管中国和中国境外报告的新病例对金融波动性的影响不同，但死亡率对VIX的影响是积极的，而中国境外的影响更为重要。此外，受影响的国家越多，金融波动性就越大。
英文摘要：
40 days after the start of the international monitoring of COVID-19, we search for the effect of official announcements regarding new cases of infection and death ratio on the financial markets volatility index (VIX). Whereas the new cases reported in China and outside China have a mixed effect on financial volatility, the death ratio positively influences VIX, that outside China triggering a more important impact. In addition, the higher the number of affected countries, the higher the financial volatility is.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
