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COVID as a Moderator Between Monetary Policy and Stock Indices, Correlation, and Causal Inference Difference-In-Difference Regression.

Record Type:	Language materials, manuscript : Monograph/item
Title/Author:	COVID as a Moderator Between Monetary Policy and Stock Indices, Correlation, and Causal Inference Difference-In-Difference Regression./
Author:	Mack, Jacob.
other author:	Sopko, Lelia,
Description:	1 online resource (80 pages)
Notes:	Source: Dissertations Abstracts International, Volume: 85-05, Section: B.
Contained By:	Dissertations Abstracts International85-05B.
Subject:	Finance. -
Online resource:	click for full text (PQDT)
ISBN:	9798380848893

COVID as a Moderator Between Monetary Policy and Stock Indices, Correlation, and Causal Inference Difference-In-Difference Regression.
Mack, Jacob.

COVID as a Moderator Between Monetary Policy and Stock Indices, Correlation, and Causal Inference Difference-In-Difference Regression. - 1 online resource (80 pages)

Source: Dissertations Abstracts International, Volume: 85-05, Section: B.

Thesis (Ph.D.)--Northcentral University, 2023.

Includes bibliographical references

COVID-19 has exerted a myriad of impacts on financial markets, monetary policy alterations, unemployment rates, and inflation rates in different ways over a time series. To date it is not clear how COVID has interacted between various financial economic indicators to create a potential asymmetric impact. This research modeled COVID-19 present via regression models as a moderator variable between the effective funds rate (DFF) and the Dow Jones Industrial stock index via panel cross sectional timeseries data prior to COVID and during COVID present within the US. Significant asymmetrical effects were found as were increased stock indice volatility, unpredictable inflation rates, and a new relationship between high inflation and low unemployment. The causal inference regression model difference-in-difference was also applied to the data set revealing a causal relationship between COVID, DFF, and changes in the DOW daily performance with added covariates. Adding GDP, unemployment, and inflation as covariates strengthened the relationships in the regression models.

Electronic reproduction.
Ann Arbor, Mich. :
ProQuest,
2024

Mode of access: World Wide Web

ISBN: 9798380848893Subjects--Topical Terms:

559073
Finance.
Subjects--Index Terms:

COVID-19Index Terms--Genre/Form:

554714
Electronic books.

COVID as a Moderator Between Monetary Policy and Stock Indices, Correlation, and Causal Inference Difference-In-Difference Regression.
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