Showing 1 - 10 of 33
The study of mortality is an ever-active field of research, and new methods or combinations of methods are constantly being developed. In the actuarial domain, the study of phenomena disrupting mortality and leading to excess mortality, as in the case of COVID-19, is of great interest....
Persistent link: https://www.econbiz.de/10014636530
This research paper analyses the impact of COVID-19 to investigate the overconfidence bias in 12 cyclical and defensive sectors in pre- and during COVID-19 periods using daily data from 1 January 2015 to 31 December 2020. The results of VAR show that in the pre COVID-19 phase overconfidence bias...
Persistent link: https://www.econbiz.de/10013093209
As a result of the COVID-19 pandemic, business and consumer behavior towards online consumption and digital payments has changed. This trend, although significant, may be observed, to a varying extent, among customers across the European Union. This study aims to investigate if, and to what...
Persistent link: https://www.econbiz.de/10013161524
Background: The coronavirus pandemic has highlighted the problem of combining work and private life. The pandemic conditions have turned out to be particularly difficult for parents who, due to changes in the organization of the education system, have been forced to reconcile their professional...
Persistent link: https://www.econbiz.de/10012805337
We aim to assess the impact of a pandemic data point on the calibration of a stochastic multi-population mortality projection model and its resulting projections for future mortality rates. Throughout the paper, we put focus on the Li and Lee mortality model, which has become a standard for...
Persistent link: https://www.econbiz.de/10012805929
The aim of this study is to understand the effect of the recent novel coronavirus pandemic on investor herding behavior in global stock markets. Utilizing a daily newspaper-based index of financial uncertainty associated with infectious diseases, we examine the association between...
Persistent link: https://www.econbiz.de/10012632020
This paper shows the effects of the COVID-19 pandemic on energy markets. We estimate daily volatilities and correlations among energy commodities relying on a mixed-frequency approach that exploits information from the number of weekly deaths related to COVID-19 in the United States. The...
Persistent link: https://www.econbiz.de/10012612379
The aim of our research was to compare the intensity of decline and then increase in the value of basic stock indices during the SARS-CoV-2 coronavirus pandemic in 2020. The survival analysis methods used to assess the risk of decline and chance of rise of the indices were: Kaplan- Meier...
Persistent link: https://www.econbiz.de/10012598902
The research problem is that the COVID-19 pandemic has become a threat to the sustainable development of the EEU and caused uncertainty in terms of the management of corporate social responsibility. This paper is aimed at identifying the impact of the COVID-19 pandemic on sustainable development...
Persistent link: https://www.econbiz.de/10012806390
Since late 2019, during one of the largest pandemics in history, COVID-19, global economic recession has continued. Therefore, investors seek an alternative investment that generates profits during this financially risky situation. Cryptocurrency, such as Bitcoin, has become a new currency tool...
Persistent link: https://www.econbiz.de/10012794186