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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 Green Bond Index (GREEN) and the Dow Jones (DJ) Islamic World …
Persistent link: https://www.econbiz.de/10012584220
This paper examines the effects of the COVID-19 pandemic on stock returns, CDS and economic activity in the US and the … activity in all countries in the early stages of the pandemic (especially in Italy), and a positive one on CDS at the same time …
Persistent link: https://www.econbiz.de/10012625628
We compare Covid-related working papers in economics to non-Covid-related working papers in four dimensions. Based on five well-known working papers series and data from the RePEc website, we find that Covid papers are mainly cover topics in macroeconomics and health, they are written by larger...
Persistent link: https://www.econbiz.de/10013255865
This paper analyses the impact of the Covid-19 pandemic on stock market returns and their volatility in the case of the … that the stock markets of the G7 are affected negatively by government restrictions more than the Covid-19 pandemic itself … policy measures play a more important role in the G7 countries whilst the Covid-19 pandemic itself is a key determinant in …
Persistent link: https://www.econbiz.de/10012622463
This paper analyses the possible effects of the Covid-19 pandemic on the degree of persistence of US monthly stock … pandemic period. We find that the unit root hypothesis cannot be rejected for stock prices while for bond yields the results …. The recursive analysis shows no impact of the Covid-19 pandemic on the persistence of stock prices, whilst there is an …
Persistent link: https://www.econbiz.de/10012494826
This paper analyses the impact of the Covid-19 pandemic on the degree of persistence of European stock markets … case of ten major European stock market indices; the effects of the pandemic are assessed by comparing the pre-pandemic … estimates (over the period 2005-2019) to those from a sample extended until July 2021 which includes the pandemic period. The …
Persistent link: https://www.econbiz.de/10012653308
The coronavirus disease (COVID-19) outbreak has resulted in the death of over four million people since late 2019. To … countries with a higher degree of public corruption before the pandemic have been less successful in the vaccination of their …
Persistent link: https://www.econbiz.de/10012622723
relationship between political trust and fatalities of the Covid-19 pandemic. By performing a cross-country analysis and …
Persistent link: https://www.econbiz.de/10012534679
Over the last year the world experienced the COVID-19 pandemic coupled with unprecedented policy responses. In this …
Persistent link: https://www.econbiz.de/10012508638
The risk of recurrent outbreaks following the main waves of a pandemic has been acknowledged. We provide evidence of … the stochastic process of mortality rates after the main pandemic waves of two historical pandemics across multiple … locations. For the 1890-91 influenza pandemic in England and Wales, as well as the 1918-19 influenza pandemic in the US and …
Persistent link: https://www.econbiz.de/10012698777