COVID-19 impacts on financial markets: Takeaways from the third wave

This study provides an updated analysis of the impact of COVID-19 daily contaminations and vaccinations on the financial markets by incorporating the third wave observed in 2021. Our methodology is based on a comparative approach using a multivariate hetero­scedasticity model and data from the Euroz...

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Autores principales: Hamza Bouhali, Ahmed Dahbani, Brahim Dinar
Formato: article
Lenguaje:EN
Publicado: Voprosy Ekonomiki 2021
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Acceso en línea:https://doaj.org/article/f4dd4b79af6e4409bf9e162f5a05d1d7
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spelling oai:doaj.org-article:f4dd4b79af6e4409bf9e162f5a05d1d72021-12-05T04:30:55ZCOVID-19 impacts on financial markets: Takeaways from the third wave10.32609/j.ruje.7.653282405-4739https://doaj.org/article/f4dd4b79af6e4409bf9e162f5a05d1d72021-12-01T00:00:00Zhttps://rujec.org/article/65328/download/pdf/https://rujec.org/article/65328/download/xml/https://rujec.org/article/65328/https://doaj.org/toc/2405-4739This study provides an updated analysis of the impact of COVID-19 daily contaminations and vaccinations on the financial markets by incorporating the third wave observed in 2021. Our methodology is based on a comparative approach using a multivariate hetero­scedasticity model and data from the Eurozone and ten other countries from different economies. Our results show that COVID-19 contaminations and vaccinations strongly affected most of the countries in our sample (except for the UK, Russia and India in the case of COVID-19 contaminations). We also found that optimistic market sentiment concerning the evolution of the pandemic prevailed among the countries forming our sample (except for Switzerland, Russia and India).Hamza BouhaliAhmed DahbaniBrahim DinarVoprosy EkonomikiarticleEconomics as a scienceHB71-74ENRussian Journal of Economics, Vol 7, Iss 3, Pp 200-212 (2021)
institution DOAJ
collection DOAJ
language EN
topic Economics as a science
HB71-74
spellingShingle Economics as a science
HB71-74
Hamza Bouhali
Ahmed Dahbani
Brahim Dinar
COVID-19 impacts on financial markets: Takeaways from the third wave
description This study provides an updated analysis of the impact of COVID-19 daily contaminations and vaccinations on the financial markets by incorporating the third wave observed in 2021. Our methodology is based on a comparative approach using a multivariate hetero­scedasticity model and data from the Eurozone and ten other countries from different economies. Our results show that COVID-19 contaminations and vaccinations strongly affected most of the countries in our sample (except for the UK, Russia and India in the case of COVID-19 contaminations). We also found that optimistic market sentiment concerning the evolution of the pandemic prevailed among the countries forming our sample (except for Switzerland, Russia and India).
format article
author Hamza Bouhali
Ahmed Dahbani
Brahim Dinar
author_facet Hamza Bouhali
Ahmed Dahbani
Brahim Dinar
author_sort Hamza Bouhali
title COVID-19 impacts on financial markets: Takeaways from the third wave
title_short COVID-19 impacts on financial markets: Takeaways from the third wave
title_full COVID-19 impacts on financial markets: Takeaways from the third wave
title_fullStr COVID-19 impacts on financial markets: Takeaways from the third wave
title_full_unstemmed COVID-19 impacts on financial markets: Takeaways from the third wave
title_sort covid-19 impacts on financial markets: takeaways from the third wave
publisher Voprosy Ekonomiki
publishDate 2021
url https://doaj.org/article/f4dd4b79af6e4409bf9e162f5a05d1d7
work_keys_str_mv AT hamzabouhali covid19impactsonfinancialmarketstakeawaysfromthethirdwave
AT ahmeddahbani covid19impactsonfinancialmarketstakeawaysfromthethirdwave
AT brahimdinar covid19impactsonfinancialmarketstakeawaysfromthethirdwave
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