Results 31 to 40 of about 138,612 (280)

Dynamic asymmetric financial connectedness under tail dependence and rendered time variance: Selected evidence from emerging MENA stock markets

Borsa Istanbul Review, 2019
We study the volatility connectedness of stock market prices over various time horizons. We adopt a novel combination of copula and the asymmetric GARCH function (EGARCH) to fit this type of joint distribution consisting of the marginal distribution and ...
Huthaifa Alqaralleh, Diyama Awadallah, Noor Al-Ma'aitah   +2 more
doaj   +1 more source

Understanding the FTX Exchange Collapse: A Dynamic Connectedness Approach

SSRN Electronic Journal, 2023
No Employing a TVP-VAR dynamic connectedness analysis, we identify avenues through which the collapse of the FTX exchange manifested contagion effects throughout a number of financial markets. Results indicate that interaction effects become significantly pronounced, coinciding with key milestones during the collapse of FTX and related companies ...
Erdinc Akyildirim, Thomas Conlon, Shaen Corbet, John W. Goodell   +3 more
openaire   +2 more sources

The Dynamic Connectedness between Risk and Return in the Fintech Market of India: Evidence Using the GARCH-M Approach

Risks, 2022
Fintech allows investors to explore previously unavailable investment opportunities; it provides new return opportunities while also introducing new risks.
Mukul Bhatnagar, Ercan Özen, Sanjay Taneja, Simon Grima, Ramona Rupeika-Apoga   +4 more
doaj   +1 more source

AIOCJ: A Choreographic Framework for Safe Adaptive Distributed Applications [PDF]

, 2014
We present AIOCJ, a framework for programming distributed adaptive applications. Applications are programmed using AIOC, a choreographic language suited for expressing patterns of interaction from a global point of view.
A. Bucchiarone, B. Weber, F. Casati, G. Cugola, G. Gößler, I. Lanese, L. Baresi, L.A.F. Leite, M. Carbone, R. Hirschfeld, R. Pawlak, S. Rinderle   +11 more
core   +5 more sources

On the Dynamics of International Real-Estate-Investment Trust-Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures

Entropy, 2021
In this paper, we investigate the time-varying interconnectedness of international Real Estate Investment Trusts (REITs) markets using daily REIT prices in twelve major REIT countries since the Global Financial Crisis.
Keagile Lesame, Elie Bouri, David Gabauer, Rangan Gupta   +3 more
doaj   +1 more source

On the Connectedness of Attractors for Dynamical Systems

Journal of Differential Equations, 1997
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.
openaire   +3 more sources

Measuring the Frequency Dynamics of Financial and Macroeconomic Connectedness [PDF]

SSRN Electronic Journal, 2015
We propose a general framework for measuring frequency dynamics of connectedness in economic variables based on spectral representation of variance decompositions. We argue that the frequency dynamics is insightful when studying the connectedness of variables as shocks with heterogeneous frequency responses will create frequency dependent connections ...
Barunik, Jozef, Krehlik, Tomas
openaire   +2 more sources

Graph Metrics for Temporal Networks [PDF]

, 2013
Temporal networks, i.e., networks in which the interactions among a set of elementary units change over time, can be modelled in terms of time-varying graphs, which are time-ordered sequences of graphs over a set of nodes. In such graphs, the concepts of
A Arenas, A Broder, A Clauset, A Gautreau, A Vazquez, A.-L. Barabasi, D Kempe, DJ Watts, E Bullmore, EA Leicht, F Vico Fallani De, G Miritello, J Stehlé, J Tang, J Tang, J Tang, M Karsai, M Newman, M Valencia, M.E.J. Newman, M.E.J. Newman, M.E.J. Newman, M.E.J. Newman, M.E.J. Newman, M.E.J. Newman, P Grindrod, P Holme, PJ Mucha, R Albert, R Albert, R Milo, R Milo, RK Pan, RM Karp, S Boccaletti, S Fortunato, S Scellato, V Kostakos, V Latora, V Nicosia   +39 more
core   +3 more sources

Agricultural commodities: An integrated approach to assess the volatility spillover and dynamic connectedness

Economics and Business Review, 2021
In this article the dynamic connectedness between the five agricultural commodities is examined by implementing the Diebold and Yılmaz (VAR based) and Time--Varying Parameter Vector Autoregressions (TVP-VAR) measures for understanding the time-varying ...
Mishra Arunendra, Kumar R Prasanth
doaj   +1 more source

The dynamic volatility nexus of FinTech, innovative technology communication, and cryptocurrency indices during the crises period

Journal of Open Innovation: Technology, Market and Complexity, 2023
In this study, we investigate the dynamic volatility connectedness of FinTech, innovative technology communication, and cryptocurrency indices for the period from June 2018 to June 2022.
Muneer Shaik, Mustafa Raza Rabbani, Youssef Tarek Nasef, Umar Nawaz Kayani, Abu Bashar   +4 more
doaj   +1 more source