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.
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