سامانه پشتیبانی خدمات اطلاعات

  اخبار و اعلانات

 آمار

تعداد نشریات158
تعداد شماره‌ها6,244
تعداد مقالات67,920
تعداد مشاهده مقاله115,620,915
تعداد دریافت فایل اصل مقاله90,391,547
Regaïeg, Rym, Mgadmi, Nidhal, Jmaii, Amal. (1402). Stock Markets and Exchange Rates throughout the Covid-19 Pandemic: Other Evidences for Italy and China Case. , (), -. doi: 10.22059/ier.2023.92228
Rym Regaïeg; Nidhal Mgadmi; Amal Jmaii. "Stock Markets and Exchange Rates throughout the Covid-19 Pandemic: Other Evidences for Italy and China Case". , , , 1402, -. doi: 10.22059/ier.2023.92228
Regaïeg, Rym, Mgadmi, Nidhal, Jmaii, Amal. (1402). 'Stock Markets and Exchange Rates throughout the Covid-19 Pandemic: Other Evidences for Italy and China Case', , (), pp. -. doi: 10.22059/ier.2023.92228
Regaïeg, Rym, Mgadmi, Nidhal, Jmaii, Amal. Stock Markets and Exchange Rates throughout the Covid-19 Pandemic: Other Evidences for Italy and China Case. , 1402; (): -. doi: 10.22059/ier.2023.92228

Stock Markets and Exchange Rates throughout the Covid-19 Pandemic: Other Evidences for Italy and China Case

Iranian Economic Review
مقالات آماده انتشار، پذیرفته شده، انتشار آنلاین از تاریخ 25 اردیبهشت 1402
نوع مقاله: Research Paper
شناسه دیجیتال (DOI): 10.22059/ier.2023.92228
نویسندگان
Rym Regaïeg1؛ Nidhal Mgadmi2؛ Amal Jmaii2
1Department of Quantitative Methods, Higher Institute of Management of Tunis, University of Tunis, Tunis, Tunisia
2Department of Quantitative Methods, Faculty of Economics and Management of Mahdia, University of Monastir, Monastir, Tunisia
چکیده
This paper examines the impact of change in COVID-19 cases/deaths on stock market and exchange rate using daily data covering the period between December 31st, 2019, and March 12th, 2020, of Italy and China. Founded on the Markov Regime Switching model, we identified two stress regimes: normal stress regime and high stress regime. Threshold VAR Model is used to differentiate the exchange rate and stock market prices dynamics between normal stress regime and high stress regime. We found that of COVID-19 pandemic have no/weakly impact on Chinese and Italian national currencies but can negatively influence stock market prices. The contribution of this framework is the setting of an estimated threshold value of number of death/cases COVID-19 above it we consider a high stress period. These findings are very important for policymakers in order to predict sanitary pandemic effects such as COVID-19 on the global markets and help in policies perception of fighting against any sanitary pandemic.
کلیدواژه‌ها
Markov Switching؛ Sanitary Disease؛ Stock Market Prices؛ Stress Period TVAR Model
آمار
تعداد مشاهده مقاله: 140


سامانه مدیریت نشریات علمی. قدرت گرفته از سیناوب