Procacci, Pier Francesco;
Phelan, Carolyn E;
Aste, Tomaso;
(2020)
Market structure dynamics during COVID-19 outbreak.
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Abstract
In this note, we discuss the impact of the COVID-19 outbreak from the perspective of the market-structure. We observe that the US market-structure has dramatically changed during the past four weeks and that the level of change has followed the number of infected cases reported in the USA. Presently, market-structure resembles most closely the structure during the middle of the 2008 crisis but there are signs that it may be starting to evolve into a new structure altogether. This is the first article of a series where we will be analyzing and discussing market-structure as it evolves to a state of further instability or, more optimistically, stabilization and recovery.
| Type: | Working / discussion paper |
|---|---|
| Title: | Market structure dynamics during COVID-19 outbreak |
| Open access status: | An open access version is available from UCL Discovery |
| Publisher version: | https://doi.org/10.48550/arXiv.2003.10922 |
| Language: | English |
| Additional information: | This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions. |
| Keywords: | q-fin.ST, q-fin.ST, cond-mat.stat-mech |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10161360 |
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