COVID-19's Influence on US Dollar Exchange Rate

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.

Autorentext

Lamia Ben Zid: Doctora en Economía por la Universidad de Susa (Túnez). Sayef Bakari: Doctor en Economía por la Universidad de Túnez (Túnez).