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On the Relationship between COVID-19 and G7 Banking Co-Movements

Matos, Paulo Rogério; da Silva, Cristiano; Costa, Antonio - 2021

financial indices. We also find that COVID-19 world cases and deaths are relevant to understand banking cycles co …

Persistent link: https://www.econbiz.de/10013239054

The impact of the COVID-19 pandemic on bank systemic risk : some cross-country evidence

Yan, Yuanyun; Jeon, Bang-nam; Wu, Ji - In: China finance review international 13 (2023) 3, pp. 388-409

Persistent link: https://www.econbiz.de/10014362715

Lockdown Spillovers

Chen, Hongyi; Tillmann, Peter - 2022

This working paper was written by Hongyi Chen (Hong Kong Institute for Monetary and Financial Research) and Peter Tillmann (University of Giessen).Lockdowns imposed to fight the Covid-19 pandemic have cross-border effects. In this paper, we estimate the empirical magnitude of lockdown spillovers...

Persistent link: https://www.econbiz.de/10014048624

Lockdown Spillovers

Chen, Hongyi; Tillmann, Peter - 2022

Persistent link: https://www.econbiz.de/10014048626

Viral shocks to the world economy

Kholodilin, Konstantin; Rieth, Malte - 2020

We construct a news-based viral disease index and study the dynamic impact of epidemics on the world economy, using … structural vector autoregressions. Epidemic shocks have persistently negative effects, both directly and indirectly, on affected … countries and on world output. The shocks lead to a signiﬁcant fall in global trade, employment, and consumer prices for three …

Persistent link: https://www.econbiz.de/10012197902

Daily tracker of global economic activity : a close-up of the COVID-19 pandemic

Diaz, Elena; Pérez-Quirós, Gabriel - 2020

This paper develops a novel indicator of global economic activity, the GEA Tracker, which is based on commodity prices selected recursively through a genetic algorithm. The GEA Tracker allows for daily real-time knowledge of international business conditions using a minimum amount of...

Persistent link: https://www.econbiz.de/10012390472

Global Supply Chain Disruptions and Inflation During the Covid-19 Pandemic

LaBelle, Jesse; Santacreu, Ana Maria - 2022

We investigate the role supply chain disruptions during the COVID-19 pandemic played in U.S. producer price index (PPI) inflation. We exploit pre-pandemic cross-industry variation in sourcing patterns across countries and interact it with measures of international supply chain bottlenecks during...

Persistent link: https://www.econbiz.de/10013306524

Daily Tracker of Global Economic Activity : A Close-Up of the Covid-19 Pandemic

Diaz, Elena; Pérez-Quirós, Gabriel - 2021

Persistent link: https://www.econbiz.de/10013314795

Lockdown spillovers

Chen, Hongyi; Tillmann, Peter - 2022 - This version: April 08, 2022

Lockdowns imposed to fight the Covid-19 pandemic have cross-border effects. In this paper, we estimate the empirical magnitude of lockdown spillovers in a set of panel local projections. We use daily indicators of economic activity such as stock returns, effective exchange rates, NO2 emissions,...

Persistent link: https://www.econbiz.de/10013185744

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