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The impact of the Covid-19 pandemic on persistence in the European stock markets
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Arrese … - 2021
This paper analyses the impact of the Covid-19 pandemic on the degree of persistence of European stock markets. Specifically, it uses fractional integration methods to estimate persistence at the daily, weekly and monthly frequencies in the case of ten major European stock market indices; the...
Persistent link: https://www.econbiz.de/10012653308
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The effects of the Covid-19 pandemic on stock markets, CDS and economic activity : time-varying evidence from the US and Europe
Caporale, Guglielmo Maria; Catik, A. Nazif; Helmi, … - 2021
This paper examines the effects of the COVID-19 pandemic on stock returns, CDS and economic activity in the US and the five European countries (the UK, Germany, France, Italy, and Spain) which have been most affected. The sample period covers the dates from the first confirmed COVID-19 cases in...
Persistent link: https://www.econbiz.de/10012625628
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The Covid-19 pandemic and European trade flows : evidence from a dynamic panel model
Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2022
This paper investigates the impact of the Covid-19 pandemic on trade flows in the case of the European countries. First, an ARDL dynamic panel model is estimated using the PMG method to analyse monthly data covering the most recent period (2019M1-2021M12); then, the GMM and PCSE approaches are...
Persistent link: https://www.econbiz.de/10013285828
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How do pandemics end? : two decades of recurrent outbreak risk following the main waves
Schroeder, Max; Lazarakis, Spyridon; Mancy, Rebecca; … - 2021
the stochastic process of mortality rates after the main pandemic waves of two historical pandemics across multiple … eight major UK cities, we find elevated mortality risk that persists for nearly two decades. The generality of the findings …
Persistent link: https://www.econbiz.de/10012698777
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The trade impact of the Covid-19 pandemic
Liu, Xuepeng; Ornelas, Emanuel; Shi, Huimin - 2021
Using a gravity-like approach, we study how Covid-19 deaths and lockdown policies affected countries' imports from China during 2020. We find that a country's own Covid-19 deaths and lockdowns significantly reduced its imports from China, suggesting that the negative demand effects prevailed...
Persistent link: https://www.econbiz.de/10012533941
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The challenge of estimating the direct and indirect effects of Covid-19 interventions : toward an integrated economic and epidemiological approach
Dorn, Florian; Lange, Berit; Braml, Martin; Gstrein, David - 2022
and additional mortality due to the pandemic. Both pandemics and non-pharmaceutical interventions to fight pandemics …
Persistent link: https://www.econbiz.de/10013453602
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Inflation persistence in Europe : the effects of the Covid-19 pandemic and of the Russia-Ukraine war
Caporale, Guglielmo Maria; Infante, Juan; Gil-Alaña, … - 2022
This note analyses the possible effects of the Covid-19 pandemic and of the Russia-Ukraine war on the degree of inflation persistence in both the euro zone and the European Union as a whole (EU27). For this purpose a fractional integration model is estimated, first using the full sample and then...
Persistent link: https://www.econbiz.de/10013440452
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The Covid-19 pandemic and European trade patterns : a sectoral analysis
Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2022
This paper examines how the Covid-19 pandemic affected European trade patterns. Specifically, dynamic panel data models are estimated to assess the effects on exports and imports of various sectors and products (selected on the basis of their trading volume or strategic importance) of the...
Persistent link: https://www.econbiz.de/10013457807
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The influences of Covid-19 pandemic on macroeconomic indexes for European countries
Zamfir, Ionela-Cătălina; Iordache, Ana-Maria Mihaela - In: Applied economics 54 (2022) 39, pp. 4519-4531
Persistent link: https://www.econbiz.de/10013410987
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Economy wide impact of the trade integration between Japan and India : a computable general equilibrium analysis
Bhattacharyay, Biswanath; Mukhopadhyay, Kakali - 2013
Japan and India signed the much-awaited Comprehensive Economic Partnership Agreement (CEPA) on 16th February 2011. The …, the study evaluates the economy wide impact of the proposed CEPA between India and Japan at 2020. The study has used a … India and Japan in 2020 after tariff reduction compared to Business as Usual (BAU) scenario. A marginal export growth is …
Persistent link: https://www.econbiz.de/10010227205