Rouatbi, Wael; Demir, Ender; Kizys, Renatas; Zaremba, Adam - 2021
The COVID-19 pandemic has exerted a remarkable impact on stock market volatility around the globe. Can vaccination programs revert these adverse effects? To answer this question, we scrutinize daily data from 66 countries from January 1st, 2020, to February 18th, 2021. We provide convincing...