This paper investigates whether there are gender differences in the effects of unemployment and sentiment on suicide rates. We apply linear and nonlinear auto-regressive distributed lag (ARDL) models to monthly Australian data from February 1990 to September 2018. As expected, we find a positive...

We develop an empirical network model to study bilateral sovereign credit risk spillovers during the European debt crisis. We show that the spillover density is typically asymmetric with heavy tails. This confounds efforts to track time-variation in spillover activity using the mean-based...

This paper analyses the international linkages of the Korean economy using the GVAR model developed by Greenwood-Nimmo, Nguyen and Shin (2012a, J. Appl. Econometrics). By employing a combination of generalised impulse response analysis and forecast error variance decompositions, we uncover a...

We develop a technique to evaluate macroeconomic connectedness in any multi-country macroeconomic model with an approximate VAR representation. We apply our technique to a large Global VAR covering 25 countries and derive vivid representations of the connectedness of the system. We show that the...

We use sign-identified macroeconomic models to study the interaction of financial sector and sovereign credit risks in Europe. We find that country-specific financial sector bailout shocks do not generate strong international spillovers, because they primarily transfer private sector risk onto...

We study spillovers among daily returns and innovations in option-implied risk-neutral volatility and skewness of the G10 currencies. An empirical network model uncovers substantial time variation in the interaction of risk measures and returns, both within and between currencies. We find that...

The impact of the global COVID-19 pandemic, including the indirect effect of policy responses, on psychological distress has been the subject of much research. However, there has been little consideration of how levels of population distress rise and fall with the duration and repetition of...

There are occasions when a very short assessment of mental health or distress is needed. Theweekly assessment of distress in Australia during the COVID-19 crisis using the nationallyrepresentative Taking the Pulse of the Nation (TTPN) Survey is one example. This paperassesses the psychometric...

The aim of this study is to determine how intermarriage on subjective social status is associated with spousal dissimilarity in overall life satisfaction in co-resident heterosexual couples in South Africa. Previous research suggests that intermarriage puts marriages and relationships at risk of...

This is the first paper to present novel findings on how simultaneously (a) labour market shocks and (b) infections in the household, directly due to COVID-19, have impacted on life satisfaction and domain satisfactions. Using data from a world-wide online survey of almost 5,700 respondents...