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This paper analyses the effects of containment measures and monetary and fiscal responses on US financial markets during the Covid-19 pandemic. More specifically, it applies fractional integration methods to analyse their impact on the daily S&P500, the US Treasury Bond Index (USTB), the S&P...
Persistent link: https://www.econbiz.de/10012584220
a roughly equivalent number elsewhere in the economy. At a product-specific or micro level and in the short term …, controlling trade could reduce the offending imports and save jobs, but for the economy as a whole and in the long term, this …
Persistent link: https://www.econbiz.de/10011420101
a roughly equivalent number elsewhere in the economy. At a product-specific or micro level and in the short term …, controlling trade could reduce the offending imports and save jobs, but for the economy as a whole and in the long term, this …
Persistent link: https://www.econbiz.de/10012169861
Persistent link: https://www.econbiz.de/10012404517
This paper analyses the impact of the Covid-19 pandemic on stock market returns and their volatility in the case of the G20 countries. In contrast to the existing empirical literature, which typically focuses only on either Covid-19 deaths or lockdown policies, our analysis is based on a...
Persistent link: https://www.econbiz.de/10012622463
Persistent link: https://www.econbiz.de/10001824458
Persistent link: https://www.econbiz.de/10001824459
Persistent link: https://www.econbiz.de/10011778594
Persistent link: https://www.econbiz.de/10014339400
This paper examines the asymmetric impact of economic policy uncertainty (EPU) and oil price uncertainty (OPU) on inflation by using a Nonlinear ARDL (NARDL) model, which is compared to a benchmark linear ARDL one. Using monthly data from the 1990s until August 2022 for a number of developed and...
Persistent link: https://www.econbiz.de/10013543029