COVID-19's Influence on US Dollar Exchange Rate

ISBN-13: 9786203847680 / Angielski / Miękka / 52 str.

Lamia Ben Zid; Sayef Bakari

Opis

- We are the first to investigate the asymmetric relationship between COVID-19 pandemic and the US dollar against the EURO by applying a nonlinear Autoregressive Distributed Lag (NARDL) approach. - We confirm this asymmetric relationship, which means that the application of the linear modeling will not be suitable to highlight the hidden long-run asymmetric cointegration between COVID-19 and US dollar against EURO. In other words, linear responses will not keep pace with an exponentially growing pandemic.

O autorze

Ben Zid, Lamia Lamia Ben Zid: Holder of a doctorate in Economics obtained from the University of Sousse, Tunisia. Sayef Bakari: Holder of a doctorate in Economics obtained from the University of Tunis, Tunisia.