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We propose a new Sharpe ratio index obtained from return and volatility spillover indices to individual assets from the …-7 stock markets by using daily return and volatility data from September 2013 to October 2021. Our empirical findings …
Persistent link: https://www.econbiz.de/10012705552
The COVID-19 virus, also known as the coronavirus, is currently spreading around the world. While a growing literature …
Persistent link: https://www.econbiz.de/10012213171
and compare two important components of those losses - increased mortality and higher poverty - using years of human life … pandemic. The mortality burden, whether estimated in lives or in years of life lost, increases sharply with GDP per capita. The … burden of the pandemic, relative to the mortality burden, is much higher for poor countries. The distribution of aggregate …
Persistent link: https://www.econbiz.de/10012518090
analysed the effects of the Covid-19 pandemic by focusing on mortality rate outcomes and exploited the heterogeneity of the … difference in geographic regression discontinuity design (DiD-GRDD) to compare mortality rates in 2020 of Lombardy … analysis shows that mortality rates in Lombardy during the first wave were higher by 1-2 percentage points among the population …
Persistent link: https://www.econbiz.de/10012793087
The COVID crisis has severely hit both the United States and the European Union. Even though they are the wealthiest regions in the world, they differ substantially in economic performance, demographic characteristics, type of government, health systems, and measures undertaken to counteract...
Persistent link: https://www.econbiz.de/10012290644
This paper evaluates the global welfare consequences of increases in mortality and poverty generated by the Covid-19 … pandemic. Increases in mortality are measured in terms of the number of years of life lost (LY) to the pandemic. Additional … dominance of poverty over mortality is reversed in a counterfactual herd immunity scenario: without any policy intervention, LYs …
Persistent link: https://www.econbiz.de/10012257792
We examine the extent to which exposure to higher relative COVID-19 mortality (RM), influences health system trust (HST … the costs of complying with COVID-19 restrictions, but only so long as excess mortality does not exceed the average by …
Persistent link: https://www.econbiz.de/10013547703
This study examines the impact of primary-school closures during the 1918 Pandemic in Sweden on mortality and long … peak mortality rates among primary-aged individuals. However, our long-run analysis of approximately 100,000 affected …
Persistent link: https://www.econbiz.de/10014424093
adoption, a result robust to controls for county-level heterogeneity in outbreak timing, coronavirus testing, and border SIPO …
Persistent link: https://www.econbiz.de/10012221796
in the rate at which state residents remained in their homes full-time. Then, using daily state-level coronavirus case … benefits from their SIPOs. Finally, we find that statewide SIPOs were associated with a reduction in coronavirus-related deaths …, but estimated mortality effects were imprecisely estimated. …
Persistent link: https://www.econbiz.de/10012207500