摘要：This paper formulates an analytical framework to understand the spatiotemporal patterns of epidemic disease occurrence, its relevance, and implications to financial markets activity. The paper suggests a paradigm shift: a new multi-dimensional geometric approach to capture all symmetrical and asymmetrical strategic graphical movement. Furthermore, it introduces the concept of stagpression, a new economic phenomenon to explain the uncharted territory the world economies and financial markets are getting into. The Massive Pandemic Contagious Diseases Damage on Stock Markets Simulator (φ-Simulator) to evaluate the determinants of capital markets behavior in the presence of an infectious disease outbreak. The model investigates the impact of Covid-19 on the performance of ten stock markets, including S&P 500, TWSE, Shanghai Stock Exchange, Nikkei 225, DAX, Hang Seng, U.K.-FTSE, KRX, SGX, and Malaysia-FTSE.
关键词：Stagpression; Pandemics; economic modeling; economic desgrowth; policy modeling; Stock Market This work is licensed under a Creative Commons Attribution 4.0 International License .
