Low COVID-19 vaccine coverage and guardian acceptance among pediatric transplant recipients.

To investigate COVID-19 vaccine coverage in immunosuppressed children, assess guardians' intention to vaccinate children, and determine reasons and associated factors. In addition, we attempted to capture the characteristics of them with Omicron. We obtained the vaccination coverage and guardian vaccine acceptance among pediatric transplant recipients through a web-based questionnaire conducted from April 12 to 28, 2022, and performed the statistical analysis. Seven organ transplant recipient children with Omicron were also clinically analyzed. The three-dose vaccine coverage for liver transplant (n = 563) and hematopoietic stem cell transplantation (n = 122) recipient children was 0.9% and 4.9%, and guardian vaccine acceptance was 63.8%. Independent risk factors for vaccine acceptance were the child's age, geographic location, type of transplant, guardian's vaccination status, guardian's level of distress about epidemic events, guardian's risk perception ability, anxiety, and knowledge of epidemic control. The main reasons for vaccine hesitancy were fear of vaccine-induced adverse events and doubts about efficacy. Ultimately, most children infected with Omicron have mild or no symptoms and are infected by intra-family. Since vaccine coverage and guardian acceptance are lowest among liver transplant children, and the infected are mainly intra-family, we should devise more targeted education and vaccination instructions for their guardians.

The impact of COVID-19 on cultural industries: An empirical research based on stock market returns

The COVID-19 virus has challenged the development of the cultural industries seriously, so far, however few studies have used empirical methods to analyze the impact of the pandemic on the overall cultural industries. Based on the panel data of listed companies, this paper explores the impact of COVID-19 on cultural industries from the perspective of stock market returns. The empirical results show that the pandemic has a significant negative impact on the stock market returns of cultural industries, but the degrees of impact on various creative sub-sectors are significantly different. The findings also indicate that digitalization can effectively reduce the negative impact of COVID-19 on cultural companies, and the epidemic has bigger negative impacts on small and newly-established cultural companies. Moreover, we find that the stock market returns of cultural industries have an inverted U-shaped relationship with the daily growth in total confirmed cases and in total cases of death caused by COVID-19, indicating that the negative marginal impact of COVID-19 on the cultural industries increases firstly and then gradually decreases. Finally, implications for companies and governments are presented respectively based on the findings.

The dynamic impact of monetary policy on financial stability in China after crises

This research investigates the role that China's monetary policy has played in maintaining financial stability after crises in the 21st century. We construct a financial stability index (FSI) with eight variables from four characteristics that reflect variations in the financial stability of China, and analyze the dynamic impacts of China's monetary policies on financial stability with a time-varying parameter vector-autoregressive (TVP-VAR) model. The three major crises that China has been involved in the past 15 years (i.e., the 2008 global financial crisis, 2015 stock market crash in China, and the ongoing COVID-19 crisis) indicate that the scale of social financing, stock market performance, and the degree of financial deepening in China have great influences on financial stability. We observe supportive evidence, moreover, that both quantitative and price-based monetary policies can promote financial stability after crises in China, especially in the short term. The quantitative policy is more effective than price-based monetary policy and has become the main policy tool in China. At a time when the world economy is still suffering from the COVID-19 crisis, the quick economic recovery is an imperative task for all countries. It is of great theoretical and practical significance to understand the relationship between monetary policy and financial stability after crises.

Poly-l-Lysine-Modified Graphene Field-Effect Transistor Biosensors for Ultrasensitive Breast Cancer miRNAs and SARS-CoV-2 RNA Detection.

(Mi)RNAs are important biomarkers for cancers diagnosis and pandemic diseases, which require fast, ultrasensitive, and economical detection strategies to quantitatively detect exact (mi)RNAs expression levels. The novel coronavirus disease (SARS-CoV-2) has been breaking out globally, and RNA detection is the most effective way to identify the SARS-CoV-2 virus. Here, we developed an ultrasensitive poly-l-lysine (PLL)-functionalized graphene field-effect transistor (PGFET) biosensor for breast cancer miRNAs and viral RNA detection. PLL is functionalized on the channel surface of GFET to immobilize DNA probes by the electrostatic force. The results show that PGFET biosensors can achieve a (mi)RNA detection range of five orders with a detection limit of 1 fM and an entire detection time within 20 min using 2 µL of human serum and throat swab samples, which exhibits more than 113% enhancement in terms of sensitivity compared to that of GFET biosensors. The performance enhancement mechanisms of PGFET biosensors were comprehensively studied based on an electrical biosensor theoretical model and experimental results. In addition, the PGFET biosensor was applied for the breast cancer miRNA detection in actual serum samples and SARS-CoV-2 RNA detection in throat swab samples, providing a promising approach for rapid cancer diagnosis and virus screening.

GARCH copula quantile regression model for risk spillover analysis

To assess risk spillovers, this paper proposes a new GARCH copula quantile regression-based CoVaR model in which the nonlinear tail dependence is allowed to change with risk levels. Based on MSCI index daily data, we investigate the risk spillovers from four financial markets to the financial system of developed market. We find that Germany displays the largest risk spillovers, followed by France, the US and the UK, and that the risk spillovers are much larger during the COVID-19 pandemic than during the periods of the financial crisis and sovereign debt crisis.