Research Communication | Open Access
Volume 2021 | Communication ID 153
Volume 2021 | Communication ID 153
| The impact of Covid-19 cases on Forex market volatility |
Ahmed Dahbani, Brahim Dinar
Received |
Accepted |
Published |
January 30, 2021 |
February 15, 2021 |
March 15, 2021 |
Abstract: This study aims to investigate the impact of new declared cases on exchange rate volatility in countries with different degrees of development. We found strong dynamic correlations between the two variables for all our sample. We also notice the presence of patterns in the new declared cases and dynamic correlations graphs that we categorized in four groups. Finally, we conclude that similar sanitary mitigations strategies and macroeconomic policies produce the same effects in countries with different economic structures.