Younes, Oussama Abi; Altuğ, Sumru - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-15
The coronavirus crisis that started in December 2019 was declared a pandemic by March 2020 and had devastating global … effective vaccines. While many governments implemented lockdowns to counter the pandemic, others did not let the virus halt … economic activity. In this paper, we use a Bayesian Vector Autoregressive framework to study the effects of the pandemic on …