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COVID-19 outbreak, social response, and early economic effects : a global VAR analysis of cross-country interdependencies
Milani, Fabio - 2020
explain not only the spread of the disease, but also cross-country spillovers in perceptions about coronavirus risk and in … social distancing behavior. In the early phases of the pandemic, perceptions of coronavirus risk in most countries are … adjustments. Unemployment responses vary widely across countries. Unemployment is particularly responsive to health shocks in the …
Persistent link: https://www.econbiz.de/10012263745
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Search and reallocation in the Covid-19 pandemic: evidence from the UK
Carrillo-Tudela, Carlos; Comunello, Camila; Clymo, Alex; … - 2022
The impact of the Covid-19 pandemic on the UK labour market has been extremely heterogeneous across occupation and industrial sectors. Using novel data on job search, we document how individuals adjust their job search behaviour in response to changing employment patterns across occupations and...
Persistent link: https://www.econbiz.de/10013041333
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Cryptocurrencies, technology stocks, Covid-19 and US policy responses: a fractional integration analysis
Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - 2022
This paper assesses the impact of US policy responses to the Covid-19 pandemic on various cryptocurrencies and also technology stocks using fractional integration techniques. More precisely, it analyses the behaviour of the percentage returns in the case of nine major coins (Bitcoin - BITC,...
Persistent link: https://www.econbiz.de/10013041344
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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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US policy responses to the Covid-19 pandemic and sectoral stock indices : a fractional integration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Abakah, … - 2021
This paper uses fractional integration methods to assess the impact of US policy responses (containment and health measures, income support policy, debt-relief policy, changes in the Effective Federal Funds Rate, monetary and fiscal announcements) to the COVID-19 pandemic on US sectoral stock...
Persistent link: https://www.econbiz.de/10012653343
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The Covid-19 pandemic, policy responses and stock markets in the G20
Caporale, Guglielmo Maria; Kang, Woo-Young; Spagnolo, Fabio - 2021
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
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Furlough and household financial distress during the Covid-19 pandemic
Görtz, Christoph; McGowan, Danny; Yeromonahos, Mallory - 2021
We study how furlough affects household financial distress during the COVID-19 pandemic. Furlough increases the probability of late housing and bill payments by 30% and 9%, respectively. The effects exist for individuals who rent their home, but not mortgagees who can mitigate financial distress...
Persistent link: https://www.econbiz.de/10012619269
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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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Trade flows, private credit and the Covid-19 pandemic : panel evidence from 35 OECD countries
Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2021
This paper analyses the impact of the Covid-19 pandemic on exports and imports in the case of 35 OECD countries during the 2019Q1-2021Q2 period using a dynamic panel approach, specifically the system Generalized Method of Moments (GMM). In contrast to earlier studies, the empirical specification...
Persistent link: https://www.econbiz.de/10012668484
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Covid-19 crisis fuels hostility against foreigners
Bartoš, Vojtěch; Bauer, Michal; Cahlíková, Jana; … - 2020
exogenously elevating salience of Covid-related thoughts magnifies hostility against foreigners – people living in the EU, the USA …
Persistent link: https://www.econbiz.de/10012219382