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 … not been any significant impact of the Covid-19 pandemic on the degree of persistence of the European stock market indices …

This paper examines persistence, structural breaks and non-linearities in the case of five European stock market …

This paper examines persistence, structural breaks and non-linearities in the case of five European stock market …

Two suggestions are offered to address growing criticism of the ESG-based investing. First, socially responsible … investors need to use portfolio performance measure that is explicitly sensitive to the portfolio ESG value. Second, since the … corporate ESG ratings are not regulated and are vaguely defined, the ratings agencies should provide detailed information on how …

This study tests for a break in the persistence of EMU government bond yield spreads examining data from France, Italy … between 2006 and 2008. The persistence of the yield spreads against German government bonds has increased significantly after … positive excess kurtosis and GARCH-e ects when persistence increases. …

permanent effects. Persistence is highest in the case of Brussels, Amsterdam and London. The presence of negative trends in …