Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10012420487
In the context of the great turmoil in the financial markets caused by the COVID-19 pandemic, the predictability of daily infectious diseases-related uncertainty (EMVID) for international stock markets volatilities is examined using heterogeneous autoregressive realised variance (HAR-RV) models....
Persistent link: https://www.econbiz.de/10012813501
This paper analyzes the degree of dynamic connectedness between energy and metal commodity prices in the pre and post-COVID-19 era, using the time-varying parameter vector autoregressive connectedness approach of Antonakakis et al. (J Risk Financ Manag 13(4):84, 2020). The results suggest that...
Persistent link: https://www.econbiz.de/10014530244
The authors analyze the determinants of fatalities in 2,194 large flood events in 108 countries between 1985 and 2008. Given that socioeconomic factors can affect mortality right in the aftermath of a flood, but also indirectly by influencing flood frequency and magnitude, they distinguish...
Persistent link: https://www.econbiz.de/10012551220
Economic theory predicts that the current change in national wealth, broadly defined to include natural and human capital as well as produced capital ("genuine savings"), determines whether the present value of future changes in consumption is positive or negative. Theoretical research has...
Persistent link: https://www.econbiz.de/10012561535
Existing wealth estimates show that in most countries intangible capital is the largest share of total wealth. Intangible capital is calculated as the difference between total wealth and tangible (produced and natural) capital. This paper uses new estimates of total wealth, natural capital, and...
Persistent link: https://www.econbiz.de/10012551667
Economic theory predicts that the current change in national wealth, broadly defined to include natural and human capital as well as produced capital ("genuine savings"), determines whether the present value of future changes in consumption is positive or negative. Theoretical research has...
Persistent link: https://www.econbiz.de/10015360574