Econometrics Commons^™

A Comparison Of M&T Bank And Citizens Bank Net Income Changes During The Coronavirus Pandemic, Alex R. Glasier

Applied Economics Theses

The COVID-19 pandemic had a tremendous impact on every aspect of life, particularly within the world of banking & finance. All banks saw sharp drops in their stock prices and net income, but my hypothesis is that larger, more established banks maintained more stability during 2020 than smaller banks. This paper analyzes the income statements and balance sheets of M&T Bank (an older, more well-established bank) and Citizens Bank (a less-established bank) during this difficult time.

The first part of my thesis describes similarities and differences between M&T Bank and Citizens Bank. I explain how these similarities and differences may …

A Study Of Canadian Bankruptcies, 2014-2022, Luis Guilherme Mazzali De Almeida

Undergraduate Student Research Internships Conference

This paper studies Canadian monthly bankruptcy data from January 2014 to February 2022 with an aim towards identifying the existence of underlying heterogeneity in the decision-making of firms across different industry sectors during periods of economic adversity. The data used include provincial two-digit NAICS bankruptcy level data, provincial pandemic-related data concerning the evolution of cases and stringency of adopted policies, and external factors pertaining to the domestic and foreign economies such as industry GDP, the overnight rate target, exchange rates, imports and exports, prices, and bond liquidity premium. The method is two-fold. First, we identify changes in bankruptcy trends caused …

Grocery Sales And The Pandemic, Joy A. Salentine

Honors Capstones

The focus of this paper is to examine the impact of COVID-19 on grocery sales in the United States. My hypothesis is that periods with higher COVID-19 severity, measured through the number of COVID-19 deaths, will show higher grocery sales, all things equal, due to the increased demand during the unusual circumstances of the pandemic. Using data from the Centers for Disease Control and Prevention, the U.S Department of Agriculture, and the Bureau of Economic Analysis, I perform a regression analysis to test my hypothesis. The results confirm my hypothesis by showing that there is a positive and significant effect …

The Effect Of Covid-19 On The Performance Of Listed Firms: Do The Governments’ Policies And Vaccination Rates Play A Role? Evidence From Countries In The Middle East And North Africa, Mofida El Bassioni

Theses and Dissertations

This study uses a quantitative approach to estimate the empirical results of COVID-19, stringency index, and vaccination rates on the stock returns of Bahrain, Egypt, Morocco, Oman, Qatar, Saudi Arabia, Tunisia, and UAE. Additionally, the researcher included firm-specific variables such as liquidity and leverage, total capital, employees, and date of incorporation. Total capital and employees were used as proxies for company size and for whether the firm is capital intensive or not, while date of incorporation was used as a proxy for company age. Additionally, the researcher created interaction strings between COVID-19 cases and stringency index, COVID- 19 cases and …

Covid-19 Vaccine Disparities And Attitudes, Deonne Cartwright, Meryem Saygili

Pursue: Undergraduate Research Journal

The past couple of years have caused so much uncertainty and grief amidst the global pandemic. The goal of this study is to explore the attitudes behind COVID-19 vaccination to address the cause for vaccine disparities and help minimize health disparities in the United States. The study considers two multivariable regressions in SPSS of the social factors on vaccination status and vaccine confidence. This model studies the relationship between one’s ethnicity, race, education level, education specialization, household income, political ideology, and media source on vaccine confidence and vaccination status on an East Texas college campus. A campus-wide survey was conducted …

The Impact Of Covid-19 On Stock Market And Exchange Rate Uncertainty In Pakistan, Ateeb Akhter Shah Syed, Kaneez Fatima, Mannan Zaheer

Business Review

This paper examines the impact of coronavirus (COVID-19) on exchange rate (EXU) and stock market uncertainty (SMU) in Pakistan while controlling for the effects of interest rate and policy interventions by the Government and the Central bank to combat the pandemic. We employ the vector autoregressive (VAR) model over a sample period ranging from February 25, 2020 to May 6, 2021. We find that a shock to total daily coronavirus cases in Pakistan has a positive and significant impact on both the EXU and SMU. However, this impact is short-lived which may be attributed to a timely policy response and …

The Impact Of The Covid-19 Pandemic On Corporate Financial Fragility In The Vietnamese Manufacturing Industry, Trang Nguyen

Honors Theses

In the past decades, under the government’s export-led growth strategy, the Vietnamese manufacturing sector – the backbone of the whole Vietnamese economy – has established a deep tie with the international market and the reliance on foreign buyers has fueled the growth of this sector before COVID-19. However, during the pandemic, when the global market contracted at -3.5 percent and demand slumped globally, this existing growth model and the manufacturing sector’s reliance on foreign buyers induced significant risks to this sector from both the demand and supply side. Using the firm-level data on 41 manufacturing exporting companies from the Vietstock …