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, when an increased mortality rate tended instead to drive them down; by contrast, monetary measures and announcements appear …
Persistent link: https://www.econbiz.de/10013041344
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
fiscal announcements have had a positive and significant effect in most cases. Finally, the higher mortality rate caused by …
Persistent link: https://www.econbiz.de/10012653343
. The mortality rate, surprisingly, seems to have affected stock and bond prices positively with autocorrelated errors. As …
Persistent link: https://www.econbiz.de/10012584220
This paper analyses the possible effects of the Covid-19 pandemic on the degree of persistence of US monthly stock prices and bond yields using fractional integration techniques. The model is estimated first over the period January 1966-December 2020 and then a recursive approach is taken to...
Persistent link: https://www.econbiz.de/10012494826
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
Millions of people refuse COVID-19 vaccination. Using original data from two surveys in nine OECD countries, we analyze the determinants of anti-vax intentions in December 2020 and show that half of the anti-vax individuals were vaccinated by summer 2021. Vaccinations were more likely among...
Persistent link: https://www.econbiz.de/10012815771
Using new survey data collected in April 2020 from a representative sample of Italian women, we analyse jointly the effect of COVID-19 on the working arrangements, housework and childcare of couples where both partners work. ties. According to our empirical estimates, changes to the amount of...
Persistent link: https://www.econbiz.de/10012240441
The COVID-19 pandemic has had a dramatic impact on families' lives, with parents all over the world struggling to meet the increased demands of housework, childcare and home-schooling. Much of the additional burden has been shouldered by women, particularly in countries with a traditionally...
Persistent link: https://www.econbiz.de/10012534702
This paper examines tourism persistence in a group of Southeastern European (SEE) countries (Albania, Bosnia, Bulgaria, Croatia, Montenegro, North Macedonia, Serbia and Slovenia) by applying fractional integration methods to monthly data on foreign tourist arrivals and overnight stays. The...
Persistent link: https://www.econbiz.de/10013413277