Table 10 Result of regression.
From: Impact of COVID-19 on jump occurrence in capital markets
China | France | Germany | Italy | UK | USA | |
|---|---|---|---|---|---|---|
Panel A: Weekly confirmed cases | ||||||
Intercept | 0.0581*** | 0.2614*** | 0.2849*** | 0.1793*** | 0.2485*** | 0.2212*** |
(2.55) | (3.78) | (4.58) | (3.78) | (3.89) | (2.92) | |
Weekly confirmed cases | 0.0016** | 0.0000 | 0.0003 | 0.0002 | 0.0000 | −0.0000 |
(2.05) | (0.42) | (1.04) | (0.56) | (0.62) | (−0.00) | |
Panel B: Weekly death cases | ||||||
Intercept | 0.0583*** | 0.2571*** | 0.2874*** | 0.1815*** | 0.2498*** | 0.2183*** |
(2.50) | (3.83) | (4.61) | (3.94) | (4.04) | (2.92) | |
Weekly deaths | 0.0052 | 0.0368** | 0.0096 | 0.0252** | 0.0355*** | 0.0042 |
(0.42) | (2.17) | (0.57) | (2.17) | (2.76) | (0.84) | |
