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     2026:7/2

International Journal of Multidisciplinary Research and Growth Evaluation

ISSN: (Print) | 2582-7138 (Online) | Impact Factor: 9.54 | Open Access

Studying the relationship among vaccination for Covid-19, new tests and new deaths in USA: A DCC-EGARCH approach

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Published:

Volume: 3 | Issue: 3 | Pages: 219-225

Subject: Medicine

Country: Greece

DOI: https://doi.org/10.54660/anfo.2022.3.3.14

License: CC BY 4.0

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Abstract

This paper examines the time-varying conditional correlations among new deaths because of covid-19, new tests for covid-19 and new vaccination for covid-19. We apply a trivariate dynamic conditional correlation (DCC) EGARCH model to capture potential contagion effects between the markets for the period 2020-2022. Empirical results reveal contagion. Findings have crucial implications for policymakers who provide regulations for the above derivative markets and for investors, who apply massive strategies to convince the general public to be vaccinated.

How to Cite This Article

Konstantinos Tsiaras, Anna Papanikolaou, Konstantinos Poulios (2022). Studying the relationship among vaccination for Covid-19, new tests and new deaths in USA: A DCC-EGARCH approach . International Journal of Multidisciplinary Research and Growth Evaluation (IJMRGE), 3(3), 219-225. DOI: https://doi.org/10.54660/anfo.2022.3.3.14

Publication Information

Journal: International Journal of Multidisciplinary Research and Growth Evaluation (IJMRGE)

Publisher: Anfo Publication House

ISSN: (Print), 2582-7138 (Online)

Frequency: Bimonthly

Language: English

Open Access: Yes - This article is distributed under the terms of the Creative Commons Attribution 4.0 International License

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