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Persistent link: https://www.econbiz.de/10010036122
Cover -- Quartino -- Indice -- Gli Autori -- Introduzione -- Capitolo I - La riqualificazione della spesa pubblica in sede locale: la spending review (Renato Loiero) -- Capitolo II - Alcune riflessioni sul nuovo sistema dei controlli negli enti locali (Alma Fanelli) -- Capitolo III - Evoluzione...
Persistent link: https://www.econbiz.de/10012679361
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We address G7 banking contagion during the COVID-19 crisis using wavelet-based techniques. We find an increase (20%) of the lowest frequencies banking contagion during the pandemic period based on stronger coherence between all pairs of financial indices. We also find that COVID-19 world cases...
Persistent link: https://www.econbiz.de/10013239054
We revisit the discussion on banking system contagion by proposing a risk-based empirical analysis during the current pandemic period. We use daily returns on G7 banking sector indices from January 01, 2015 to December 31, 2019 (pre-pandemic), and from January 01, 2020 to October 16, 2020...
Persistent link: https://www.econbiz.de/10013239055
In our first empirical exercise we assess the conditional relationship in the timefrequency domain between the return on Ibovespa and the cases or deaths by COVID-19 in Hubei, countries with record deaths and the world, for the period from January 29 to July 31, 2020. We also perform a...
Persistent link: https://www.econbiz.de/10013239056
We examine volatility connectedness of 11 sectoral indices in the US using daily data from January 01, 2013 to December 31, 2020. We employ the connectedness measures of Diebold and Yilmaz (2009, 2012, 2014), unveiling changes in the US sectoral connectedness and stylized facts regarding...
Persistent link: https://www.econbiz.de/10013239057
We add to the discussion on the role of debt-to-GDP and inflation on the U.S. real GDP per capita and its growth rate during the period from 1966 to 2022. We use Global Wavelet Power Spectrum, Multivariate Coherency and Partial Coherency, Phase-Difference and Gain. This framework enables us to...
Persistent link: https://www.econbiz.de/10014257199