Source: https://www.linkedin.com/feed/update/urn%3Ali%3Ashare%3A6644309838807523328

COVID-19 economic shock to be bigger than SARS, MERS: BOK report: https://lnkd.in/eEzw9M4 :
#Markets #COVID19 #Shock #Economic #SARS #MERS

#Models #Analytics #Financial #Markets #FatTail
The BOK’s analysis using #vector #autoregression #VAR, a stochastic process model, showed that the investment effect of corporate credit is not distinct after the financial crisis with a low statistical significance. The same is true of household credit, the report said.

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