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Immunizing markets against the pandemic : COVID-19 vaccinations and stock volatility around the world

Rouatbi, Wael; Demir, Ender; Kizys, Renatas; Zaremba, Adam - In: International review of financial analysis 77 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012805881

A note of caution in interpreting crosscountry correlations of COVID-19 vaccination and infection rates

Bartolucci, Francesco; Peracchi, Franco; Terlizzese, Daniele - 2021

Persistent link: https://www.econbiz.de/10013174826

The effectiveness of Covid-19 vaccination : time series evidence from the UK

Moosa, Imad A.; Merza, Ebrahim; Alsabah, Duaij - In: Applied economics letters 30 (2023) 13, pp. 1728-1733

Persistent link: https://www.econbiz.de/10014304997

Sail away to a safe harbor? : Covid-19 vaccinations and the volatility of travel and leisure companies

Demir, Ender; Kizys, Renatas; Rouatbi, Wael; Zaremba, Adam - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-21

This paper examines the impact of vaccination programs on the stock market volatility of the travel and leisure sector … decrease in the investment risk of travel and leisure companies. Vaccination results in a decrease in the volatility of stock … prices of travel and leisure companies. The drop in volatility is robust to many alternative estimation techniques, different …

Persistent link: https://www.econbiz.de/10013273103

COVID-19 vaccine and post-pandemic recovery : evidence from Bitcoin cross-asset implied volatility spillover

Di, Michael; Xu, Ke - In: Finance research letters 50 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014245299

Can the vaccinations end the Covid-19 pandemic?

Greiner, Alfred; Owusu, Benjamin Darkwa - 2022

In this paper we empirically analyze the effect of the vaccinations against the SARS-CoV-2 virus on the Covid-19 pandemic for European countries from February 2021 to February 2022 with weekly data. We perform panel fixed effects estimations, GMM estimations and nonlinear penalized spline...

Persistent link: https://www.econbiz.de/10012939110