Authors :
Hamza BOUHALI; Ahmed DAHBANI; Brahim DINAR
Volume/Issue :
Volume 6 - 2021, Issue 12 - December
Google Scholar :
http://bitly.ws/gu88
Scribd :
https://bit.ly/3FjgKe0
Abstract :
This study investigates the impact of COVID-19
contaminations and remediation plans implemented by
authorities on forex market volatility using a comparative
analysis of the DCC-GARCH dynamic correlations
graphs. This article has two main findings: 1. The presence
of strong correlations between COVID-19 contamination
and forex market volatility. 2. The macro-economic
policies and sanitary mitigation strategies yielded similar
outcomes regardless of each country's financial market
degree of development. These results can help authorities
prepare better for the upcoming COVID-19 waves.
Keywords :
COVID-19, Exchange Rates, Graphical Analysis.
This study investigates the impact of COVID-19
contaminations and remediation plans implemented by
authorities on forex market volatility using a comparative
analysis of the DCC-GARCH dynamic correlations
graphs. This article has two main findings: 1. The presence
of strong correlations between COVID-19 contamination
and forex market volatility. 2. The macro-economic
policies and sanitary mitigation strategies yielded similar
outcomes regardless of each country's financial market
degree of development. These results can help authorities
prepare better for the upcoming COVID-19 waves.
Keywords :
COVID-19, Exchange Rates, Graphical Analysis.
