Dynamic dependency between health-care sector and Islamic industry: before, during and after COVID-19 lockdown evidences
Sana Braiek,
Houda Ben Said
Abstract:Purpose
This study aims to empirically explore and compare the dynamic dependency between health-care sector and Islamic industries before, during and after the COVID-19 pandemic.
Design/methodology/approach
Time-varying student-t copula is used for before, during and after COVID-19 periods. The data used are the daily frequency price series of the selected markets from February 2017 to October 2023.
Findings
Empirical results found strong evidence of significant impact of the COVID-19 pandemic on the depend… Show more
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