It is a culturally independent phenomena, more precisely, culturally independent myth :) Or at least here in Europe this myth is very widespread as well as in US. Not sure if it is known in, i.e. China or Papua New Guinea.
Here's how media sees it:
In an analysis of newspaper articles
about suicide between Thanksgiving and
Christmas in 1999, researchers found
nearly half of them associated suicide
with the winter holidays
Psychology today
And this is how it really works:
Various studies have found that
depression and suicide rates are not
linked to the holidays. Despite the
media focus on suicides during the
holiday season, the Center for Disease
Control and Prevention and the
National Center for Health Statistics
report that suicide rates in the
United States are lowest during the
winter months and highest in the
springtime (the reasons for this are
not clear). Some authorities speculate
that during springtime, when moods
tend to improve after dark, winter
days, those with depression may not
feel happier while others around them
do, thus encouraging suicidal
feelings.
healthlibrary.epnet.com
According to the Center for Disease
Control and Prevention, the holiday
season actually is the time of the
year when there are the least amount
of suicides with the lowest point
being December 1st and the lowest rate
of the year by month being in
December. The highest suicide rates
actually appear during Spring time and
then peak once again during Fall.
misconceptionjunction.com
There's also an article at snopes.com, which finds the claim false.
These are not exactly the same holidays you mentioned, but it looks like it's just another flavor of the same myth.
