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Does US full vaccination against COVID-19 immunize correspondingly S&P500 index: Evidence from the NARDL approach

This study analyzes the impact of COVID-19 full vaccination shocks on the US stock market in the period January 14, 2021– August 20, 2021. Using the Nonlinear Autoregressive Distributed Lag model, we find that the positive and negative COVID-19 full vaccination growth shocks have a positive and symm...

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Detalles Bibliográficos
Autores principales:	Atri, Hanen, Teka, Hanen, Kouki, Saoussen
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier 2023
Materias:	Research Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10080858/ https://www.ncbi.nlm.nih.gov/pubmed/37057049 http://dx.doi.org/10.1016/j.heliyon.2023.e15332

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