Unable to write in log file ../../bases/logs/gimorg/logerror.txt Economic uncertainty of pandemic and international airlines behaviour. | PLoS One;17(5): e0266842, 2022. | MEDLINE
Economic uncertainty of pandemic and international airlines behaviour.
Fasanya, Ismail O; Adekoya, Oluwasegun B; Oliyide, Johnson A.
  • Fasanya IO; School of Economics and Finance, University of the Witwatersrand, Johannesburg, South Africa.
  • Adekoya OB; Department of Economics, Federal University of Agriculture, Abeokuta, Ogun State, Nigeria.
  • Oliyide JA; Department of Economics, Federal University of Agriculture, Abeokuta, Ogun State, Nigeria.
PLoS One ; 17(5): e0266842, 2022.
Article in English | MEDLINE | ID: covidwho-1933221
ABSTRACT
This paper examines the role of uncertainty due to infectious diseases in predicting twenty International airline stocks within a nonparametric causality-in-quantiles framework. We observe that First, the BDS test shows that nonlinearity is very important when examining the causal relationship between EMV-ID and airline stock returns and its volatility. Second, the nonparametric quantiles-based causality test shows that airline stocks predictability driven by pandemic-based uncertainty is stronger mostly around the lower quantiles, with weak evidences in middle and higher quantiles. Relevant policy implications can be drawn from these findings.
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Full text: Available Collection: International databases Database: MEDLINE Main subject: Pandemics / Investments Type of study: Prognostic study Language: English Journal: PLoS One Journal subject: Science / Medicine Year: 2022 Document Type: Article Affiliation country: Journal.pone.0266842

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Full text: Available Collection: International databases Database: MEDLINE Main subject: Pandemics / Investments Type of study: Prognostic study Language: English Journal: PLoS One Journal subject: Science / Medicine Year: 2022 Document Type: Article Affiliation country: Journal.pone.0266842