Dynamic Connectedness of Asian Equity Markets [PDF]
Understanding how markets are connected and shocks are transmitted is an important issue for policymakers and market participants. In this paper, we examine the connectedness of Asian equity markets within the region and vis-à-vis other major global markets.
Roberto Guimarães-Filho, Gee Hee Hong
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The price of fertiliser, which is one of the most important inputs of agricultural production, has increased significantly in recent years. In this study, we empirically analysed the effect of volatility in fertiliser prices on selected agricultural ...
Harun Uçak, Yakup Ari, Esin Yelgen
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Baltık Kuru Yük Endeksi, Petrol, Altın, Dolar, MSCI Dünya Endeksi Arasındaki Volatilite Yayılımı
Finansal piyasalarda oluşabilecek fiyat hareketlerinin yönü hakkında bilgi sahibi olmak yatırımcılar, portföy yöneticileri ve riskten korunmak isteyenler için oldukça önemlidir.
Kader Çınar +3 more
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On the Connectedness of Attractors for Dynamical Systems
The paper addresses the question of when the global attractor of a continuous semigroup of operators acting on a connected metric space is connected (assuming that the global attractor exists). The two main results are that the attractor is connected if the semigroup is actually a semiflow, or for arbitrary semigroups, if the space is also locally ...
GOBBINO, MASSIMO, SARDELLA M.
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The impact of COVID-19 on GCC equity and debt markets: Evidence from TVP-VAR estimation
COVID-19 has rapidly evolved into a global pandemic and has strongly impacted financial markets of the world, including the Gulf Cooperation Council (GCC) region.
Ali Murad Syed
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Dynamic connectedness and integration in cryptocurrency markets [PDF]
Abstract This study applies a set of measures developed by Diebold and Yilmaz (2012, 2016) to examine connectedness via return and volatility spillovers across six large cryptocurrencies from August 7, 2015 to February 22, 2018. Regardless of the sign of returns, the results show that Litecoin and Bitcoin are at the centre of the connected network of
Qiang Ji +3 more
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Technology Spillovers among Innovation Agents from the Perspective of Network Connectedness
By constructing a technology spillover connectedness index and connectedness matrix, this paper studies the technology spillover connectedness among innovation agents in China from the perspective of network topology.
Cui Zhang, Xiongjin Feng, Yanzhen Wang
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Impact of Web technologies on student-lecturer connectedness [PDF]
In academic sense connectedness is recognized as students’ active engagement in the academic and social opportunities at their school based on their understanding that teachers at school care for them as individuals, as well as for their learning ...
Alshahrani, Saeed, Ward, Rupert
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On the decidability of connectedness constraints in 2D and 3D Euclidean spaces [PDF]
We investigate (quantifier-free) spatial constraint languages with equality, contact and connectedness predicates as well as Boolean operations on regions, interpreted over low-dimensional Euclidean spaces. We show that the complexity of reasoning varies
Yavor Nenov +11 more
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Interconnectedness and Spillover Effects amongst Stock Markets of the US, China, Germany, Japan and India using DCC-GARCH Model and Diebold Yilmaz Method [PDF]
In a rapidly globalising world, economic boundaries are dissolving as stakeholders seek broader opportunities. Corporations are now multinational, and investors are increasingly turning to global stock markets to maximise gains.
Archana Agarwal +2 more
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