2023
DOI: 10.15611/fins.2023.1.01
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Effectiveness of Monte Carlo Simulations of the S&P 500 Index before and after the Outbreak of the SARS-COV-2 Pandemic

Abstract: Risk analysis is an integral part of studying the behavior of financial markets. Crises and emergencies challenge analysts trying to predict the value of stock indices by questioning their assumptions. One such event was the coronavirus pandemic, which undoubtedly affected our economy. The purpose of this study was to examine the impact of the COVID-19 pandemic on the US market and to assess the change in effectiveness of the Monte Carlo method due to the pandemic. The study was realized with 12 MC simulations… Show more

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