Assessing the heterogeneous impact of COVID-19 on consumption using bank transactions
This paper examines how COVID-19 heterogeneously affected household consumption in Belgium using bank transaction data, finding that areas with high COVID-19 pressure experienced larger consumption decreases.
Apr 1, 2025
Assessing the heterogeneous impact of COVID-19 on consumption using bank transactions
This paper uses detailed bank transaction data to examine how COVID-19 affected household consumption patterns, revealing significant heterogeneity across demographic groups.
Jan 1, 2025
On the stability of the CAPM before and after the financial crisis: Panel evidence from the Johannesburg Securities Exchange
This study examines CAPM stability before and after the 2008 financial crisis using data from the Johannesburg Securities Exchange, finding evidence of beta instability post-crisis.
Jun 1, 2017
On the stability of the CAPM before and after the financial crisis: Panel evidence from the Johannesburg Securities Exchange
This paper tests the stability of the CAPM before and after the 2008 financial crisis using data from the Johannesburg Securities Exchange.
Jan 1, 2017