Does US full vaccination against COVID-19 immunize correspondingly S&P500 index: Evidence from the NARDL approach
Description
This study analyzes the impact of COVID-19 full vaccination shocks on the US stock market in the period January 14, 2021- August 20, 2021. Using the Nonlinear Autoregressive Distributed Lag model, we find that the positive and negative COVID-19 full
