Is SOFIX immune? COVID-19 impact on Bulgarian Stock Exchange



Автори: Gergana Taneva, Stanimir Kabaivanov

The rapid spreading of coronavirus demands declaring a pandemic crisis that is related to public health as well as to a number of sectors and increases the levels of market risks. The measures that have been imposed influenced negatively world processes and market development. In the present article, the authors study empirically the influence of COVID-19 pandemic on Bulgarian financial market. Therefore, they use data on the confirmed cases of COVID-19 published by Ministry of Health of Bulgaria as well as data on the movement of stock exchange index SOFIX on Bulgarian Stock Exchange. The models developed by using R and Gretl make it possible to study the influence of the pandemic on a relatively independent and closed market such as BSE.

Публикацията е рецензирана и предстои за публикуване в AIP Conference Proceedings.

Информация за методите на изследване, разработените софтуерни кодове и подробни стъпки може да намерите в GitHub на проекта тук.

Is SOFIX immune? COVID-19 impact on Bulgarian Stock Exchange


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