Monthly average of correlation to the MSCI world

Monthly average of correlation to the MSCI world

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The Corona Crisis led to a high drawdown in the stock markets in the whole world in March 2020. After that, infection rates, incidences, and dead people were published by many countries. Based on 11 stock price indices analyses according to volatility and correlation, we can conclude that only one event seems to be substantially affected by a Coron...

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Context 1
... mean values of the 21-day volatility are shown in Table 4. It has to be stated that the mean values of the volatility increase for all indices from February 2020. ...

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