Fourth Edition of the International Conference on Research in Applied Mathematics and Computer Science ICRAMCS 2022
 March 24-25-26, 2022
Online and Face-to-Face Conference

ICRAMCS, 4 (2022) | Proceedings ISSN: 2605-7700

Research Communication | Open Access
Volume 2022 | Communication ID 462
Exploring the impact of contaminations and Vaccinations on FX markets during the pandemic
Ahmed Dahbani, Brahim Dinar
Academic Editor: Youssef EL FOUTAYENI
Received
Accepted
Published
January 31, 2022
March 03, 2385
April 15, 2385

Abstract: This study delivers a refreshed assessment of the effect of COVID-19 cases and vaccinations on capital markets up to mid-2021. We adopt an approach to compare the impact of COVID-19 on financial markets via using a DCC GARCH model and data from countries with various economies. Our findings indicate that COVID-19 cases and vaccinations significantly affected most countries in our panel. We also found that positive market sentiment concerning the pandemic's development dominated across all countries in the study with minor exceptions.