fatality ratio, on the financial markets volatility in the United States (US). We consider both COVID-19 global and US figures … and show that the sanitary crisis enhances the S&P 500 realized volatility. Our findings are robust to different model … specifications and suggest that the prolongation of the coronavirus pandemic is an important source of financial volatility …

Despite the fact that there is a substantial literature on the analysis of volatility spillovers between stock returns … and domestic exchange rates, surprisingly, little empirical research has examined volatility spillovers between oil prices …-GARCH modeling ; Volatility …