The SARS-CoV-2 epidemics outbreak has shocked global financial markets, inducing policymakers to put in place unprecedented interventions to inject liquidity and to counterbalance the negative impact on worldwide financial systems. Through the lens of statistical physics, we examine the financial volatility of the reference stock and bond markets of the United States, United Kingdom, Spain, France, Germany and Italy to quantify the effects of country-specific socio-economic and political announcements related to the epidemics. Main results show that financial markets exhibit heterogeneous behaviours towards news on the epidemics, with the Italian and German bond markets responding with major delays to shocks. Additionally, credit markets tend to be slower than equity markets in adjusting prices after shocks, hence being slower at incorporating the effects of such news.

SARS-CoV-2 流行病的爆发震惊了全球金融市场，促使政策制定者采取前所未有的干预措施来注入流动性并抵消对全球金融体系的负面影响。通过统计物理学的视角，我们研究了美国、英国、西班牙、法国、德国和意大利的参考股票和债券市场的金融波动，以量化与特定国家/地区相关的社会经济和政治公告的影响流行病。主要结果表明，金融市场对流行病消息表现出异质性行为，意大利和德国债券市场对冲击的反应显着延迟。此外，信贷市场在冲击后调整价格的速度往往慢于股票市场，