Evidence map›Paper›PMID 35729960›Full record

ArticleQuality & quantity2023

World pandemic uncertainty and German stock market: evidence from Markov regime-switching and Fourier based approaches.

Seyed Alireza Athari, Dervis Kirikkaleli, Tomiwa Sunday Adebayo

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Article in Quality & quantity, 2023. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 5 papers.

0numbers the graph read from it
0cells of the map it votes in
5citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

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3 · Its place in the literature

Who cites it

5 citing papers in PubMed.

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4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

3 authors.

Seyed Alireza AthariDepartment of Business Administration, Faculty of Economics and Administrative Sciences, Cyprus International University, Nicosia, 10 Mersin, Northern Cyprus Turkey.ORCID 0000-0003-4918-1597
Dervis KirikkaleliDepartment of Banking and Finance, Faculty of Economic and Administrative Sciences, European University of Lefke, Lefke, 10 Mersin, Northern Cyprus Turkey.ORCID https://orcid.org/0000-0001-5733-5045
Tomiwa Sunday AdebayoCyprus International University, Nicosia, 10 Mersin, Northern Cyprus Turkey.

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

This study aims to examine the impact of the world pandemic uncertainty index on the German stock market index (DAX index) for the 1996Q1 to 2020Q3 period while controlling real effective exchange rate, industrial production index, and consumer price index. The present study performs the Fourier Augmented Dickey-Fulle Unit Root, Fourier Engle-Granger Cointegration, Bayer-Hanck Cointegration, and Markov switching regression tests. The outcomes disclose that there is a long-run cointegration association between the stock market index and world pandemic uncertainty index, real effective exchange rate, industrial production index, and consumer price index in Germany, indicating that the combination of these factors significantly affects the German stock market index in the long-run. Moreover, in both high and low volatile regimes, the world pandemic uncertainty index and real effective exchange rate negatively affect the German stock market index while industrial production and consumer price indices impact positively.

Indexed as

Fourier Engle-Granger cointegrationGermanyRegime switchingStock marketWorld pandemic uncertainty

Identifiers

PMID35729960
PMCPMC9190194

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Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.