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Persistence, Non-Linearities and Structural Breaks in European Stock Market Indices

Caporale, Guglielmo Maria - 2019

This paper examines persistence, structural breaks and non-linearities in the case of five European stock market indices, namely the FTSE100 (UK), DAX30 (Germany), CAC40 (France), IBEX35 (Spain) and FTSE MIB40 (Italy), using fractional integration methods. The empirical results provide no...

Persistent link: https://www.econbiz.de/10012866377

Cycles and Long-Range Behaviour in the European Stock Market

Caporale, Guglielmo Maria - 2019

This paper uses a modelling framework which includes two singularities (or poles) in the spectral density function, one corresponding to the long-run (zero) frequency and the other to the cyclical (non-zero) frequency. The adopted specification is very general, since it allows for fractional...

Persistent link: https://www.econbiz.de/10012859046

The Effects of the COVID-19 Pandemic on Stock Markets, CDS and Economic Activity : Time-Varying Evidence from the US and Europe

Caporale, Guglielmo Maria; Catik, A. Nazif; Helmi, … - 2021

This paper examines the effects of the COVID-19 pandemic on stock returns, CDS and economic activity in the US and the five European countries (the UK, Germany, France, Italy, and Spain) which have been most affected. The sample period covers the dates from the first confirmed COVID-19 cases in...

Persistent link: https://www.econbiz.de/10013211119

Fertility and Modernity

Spolaore, Enrico - 2019

We investigate the determinants of the fertility decline in Europe from 1830 to 1970 using a newly constructed dataset … new fertility behavior from French-speaking regions to the rest of Europe. We observe that societies with higher education … of linguistic distances between European regions. We find that the fertility decline resulted from a gradual diffusion of …

Persistent link: https://www.econbiz.de/10012866043

A Note on Detecting Dividing Lines in Turnout : Spatial Dependence and Heterogeneity in the 2012 US Presidential Election

Fiorino, Nadia - 2020

US voters have been moving apart in the last twenty years. This paper analyzes how their voting participation has partitioned by looking at US counties in the 2012 Presidential elections. To tackle this question, we propose a methodology that jointly addresses spatial autocorrelation of the...

Persistent link: https://www.econbiz.de/10012838244

Productivity, Place, and Plants : Revisiting the Measurement

Schoefer, Benjamin; Ziv, Oren - 2021

Why do cities differ so much in productivity? We document that most of the measured dispersion in productivity across US cities is spurious and reflects granularity bias: idiosyncratic heterogeneity in plant-level productivity and size, combined with finite plant counts. As a result, economies...

Persistent link: https://www.econbiz.de/10013250039

Long-Term Changes in Married Couples' Labor Supply and Taxes : Evidence from the Us and Europe Since the 1980s

Bick, Alexander - 2019

We document the time-series of employment rates and hours worked per employed by married couples in the US and seven European countries (Belgium, France, Germany, Italy, the Netherlands, Portugal, and the UK) from the early 1980s through 2016. Relying on a model of joint household labor supply...

Persistent link: https://www.econbiz.de/10012892310

Income and Happiness Across Europe : Do Reference Values Matter?

Caporale, Guglielmo Maria; Georgellis, Yannis; … - 2021

Using data from the European Social Survey (ESS), we examine the link between income and subjective well-being. We find that, for the whole sample of nineteen European countries, although income is positively correlated with both happiness and life satisfaction, reference income exerts a...

Persistent link: https://www.econbiz.de/10013316734

Early Childcare Duration and Students' Later Outcomes in Europe

Del Boca, Daniela; Monfardini, Chiara; See, Sarah Grace - 2022

The importance of investment in early childhood education (ECE) has been widely documented in the literature. Among the benefits, particularly for children from disadvantaged backgrounds, is its potential to mitigate educational inequality. However, some evidence also suggests that the positive...

Persistent link: https://www.econbiz.de/10014079643

The Relevance of Banks to the European Stock Market

Kick, Andreas; Rottmann, Horst - 2022

moral hazard situation in Europe, where investors strongly rely on the governmental bailouts of distressed banks …

Persistent link: https://www.econbiz.de/10014083474