How did Australian financial markets react to the COVID-19 vaccine rollout? Fresh evidence from quantile copula spectrum analysis
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More about this item
Keywords
Australia; Financial markets; COVID-19 vaccine; Quantile copula spectrum; Quantile coherency;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- H51 - Public Economics - - National Government Expenditures and Related Policies - - - Government Expenditures and Health
- I18 - Health, Education, and Welfare - - Health - - - Government Policy; Regulation; Public Health
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2022-01-31 (Financial Markets)
- NEP-ORE-2022-01-31 (Operations Research)
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