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Can I read COVID-19 Government restriction policy, COVID-19 vaccination and stock markets: Evidence from a global perspective on EtoBox?
COVID-19 Government restriction policy, COVID-19 vaccination and stock markets: Evidence from a global perspective by Xiaoling Yu; Kaitian Xiao is a Economics, Econometrics and Finance article available to read on EtoBox.
What is COVID-19 Government restriction policy, COVID-19 vaccination and stock markets: Evidence from a global perspective about?
We use the COVID-19 stringency index to investigate the relationship among COVID-19 government restriction policy, COVID-19 vaccination and stock markets. We find that the impact of the change rate of COVID-19 stringency index on stock returns turns from significant in the pre-vaccination period to insignificant in the post-vaccination period. Bad news from COVID-19 restriction policy cause more stock volatilities than good news. The advent of COVID-19 vaccination weakens the linkage of COVID-19 stringency index and stock market, while COVID-19 stringency index only plays a partially mediate role in the correlation between COVID-19 cumulative vaccination rate and stock market performance.
Who reads COVID-19 Government restriction policy, COVID-19 vaccination and stock markets: Evidence from a global perspective?
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Xiaoling Yu; Kaitian Xiao
- Publisher
- Elsevier BV
- Published
- 2023
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)