Related papers: Disaster Resilience and Asset Prices

Dealing with structural breaks is an important step in most, if not all, empirical economic research. This is particularly true in panel data comprised of many cross-sectional units, such as individuals, firms or countries, which are all…

The sudden onset of the coronavirus (SARS-CoV-2) pandemic has resulted in tremendous loss of human life and economy in more than 210 countries and territories around the world. While self-protections such as wearing mask, sheltering in…

This paper uses new and recently introduced methodologies to study the similarity in the dynamics and behaviours of cryptocurrencies and equities surrounding the COVID-19 pandemic. We study two collections; 45 cryptocurrencies and 72…

This study examines short-term market responses to material cybersecurity incidents disclosed under Item 1.05 of Form 8-K. Drawing on a sample of disclosures made between 2023 and 2025, daily stock price movements were evaluated over a…

Touristic cities will suffer from COVID-19 emergency because of its economic impact on their communities. The first emergency phases involved a wide closure of such areas to support "social distancing" measures (i.e. travels limitation;…

Grave human toll notwithstanding, the COVID-19 pandemic created uniquely unstable conditions in financial markets. In this work we uncover and discuss relationships involving sentiment in financial publications during the 2020…

We develop an air mobility index and use the newly developed Apple's driving trend index to evaluate the impact of COVID-19 on the crude oil price. We use quantile regression and stationary and non-stationary extreme value models to study…

COVID-19 has had a much larger impact on the financial markets compared to previous epidemics because the news information is transferred over the social networks at a speed of light. Using Twitter's API, we compiled a unique dataset with…

We analyse the economics and epidemiology of different scenarios for a phased restart of the UK economy. Our economic model is designed to address the unique features of the COVID-19 pandemic. Social distancing measures affect both supply…

National and local governments have implemented a large number of policies in response to the Covid-19 pandemic. Evaluating the effects of these policies, both on the number of Covid-19 cases as well as on other economic outcomes is a key…

Many countries have introduced social distancing rules during the COVID-19 pandemic in order to reduce spreading of the virus in public spaces. This has inspired research on pedestrian dynamics in more ways than just one. Many studies have…

COVID-19 has caused widespread damage across many areas of life and has made humans more dependent on the internet and technology making us realize the importance of secure remote working environments. While social separation is encouraged…

Using an individual-level panel dataset from Japan covering the period 2016-2024, we examined how the COVID-19 pandemic, as an unanticipated public crisis, affected preferences for income redistribution. Furthermore, we investigated how the…

This study examines the impact of the coronavirus disease 2019 (COVID-19) pandemic on market efficiency by analyzing three time series -- price returns, absolute returns, and volatility increments -- in stock (Deutscher Aktienindex, Nikkei…

40 days after the start of the international monitoring of COVID-19, we search for the effect of official announcements regarding new cases of infection and death ratio on the financial markets volatility index (VIX). Whereas the new cases…

The US stock market experienced instability following the recession (2007-2009). COVID-19 poses a significant challenge to US stock traders and investors. Traders and investors should keep up with the stock market. This is to mitigate risks…

Social distancing as one of the main non-pharmaceutical interventions can help slow down the spread of diseases, like in the COVID-19 pandemic. Effective social distancing, unless enforced as drastic lockdowns and mandatory cordon…

Financial market resilience reflects the ability of a financial market to withstand external shocks and to recover from them, while its measurement has yet to be standardized. Accordingly, this paper quantifies the adaptability and…

In response to the worldwide outbreak of the coronavirus disease COVID-19, a variety of nonpharmaceutical interventions such as face masks and social distancing have been implemented. A careful assessment of the effects of such containment…

During the COVID-19 pandemic, the behavioral response to reported case numbers changed drastically over time. While a few dozen cases were enough to trigger government-induced and voluntary contact reduction in early 2020, less than a year…