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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Voprosy Ekonomiki
2021
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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) |
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Economics as a science HB71-74 |
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Economics as a science HB71-74 Hamza Bouhali Ahmed Dahbani Brahim Dinar COVID-19 impacts on financial markets: Takeaways from the third wave |
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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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