Results 31 to 40 of about 2,968,753 (303)

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

Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* [PDF]

Journal of Financial Econometrics, 2018
We propose a new framework for measuring connectedness among financial variables that arises due to heterogeneous frequency responses to shocks. To estimate connectedness in short-, medium-, and long-term financial cycles, we introduce a framework based on the spectral representation of variance decompositions.
Jozef Barunik, Tomas Krehlik
openaire   +2 more sources

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

A literature review of connectedness to nature and its potential for environmental management [PDF]

, 2015
Understanding how people's relationships with nature form, how they influence personal values and attitudes, and what behavioural implications they may have could provide more insight into how connectedness to nature (CNT) can effectively contribute to
Restall, Brian, Conrad, Elisabeth
core   +1 more source

Factors associated with nature connectedness in school-aged children [PDF]

, 2022
Open Access articleIncreasing people's sense of connectedness to nature has the potential to be a powerful tool in driving pro-conservation behaviours, as well as improving physical and mental health.
Richardson, Miles, Lumber, Ryan, Young, R, Miles Richardson, Maguire, Sarah, Young, Richard, Lumber, R, Sarah Maguire, Ryan Lumber, Richardson, M, Firth, C, Catherine Firth, Price, E, Eluned Price, Richard Young, Firth, Catherine, Maguire, S, Price, Eluned   +17 more
core   +1 more source

Multidimensional connectedness among the fourth industrial revolution assets

Borsa Istanbul Review, 2023
This study investigates the multidimensional connectedness between various Fourth Industrial Revolution assets and global commodities to analyze their role in portfolio diversification.
Rim El Khoury, Muneer M. Alshater, Yanshuang Li   +2 more
doaj   +1 more source

International students’ connectedness in Australian vocational and training colleges: Insights from Teachers.

, 2022
The mobility processes associated with the dynamic formations of locality shape and reshape international students’ connectedness with teachers, peers, families, institutions and the broader community.
Pham, LT, Tran, LT
core   +1 more source

Dynamic Volatility Spillovers Between Global Volatility Indices and the Magnificent Seven: What Drives System-Wide Volatility Connectedness?

Economies
This study examines the dynamic connectedness between the daily volatility series of global volatility indices (VIX, OVX, and GVZ) and those of the Magnificent Seven companies using data from 22 May 2012 to 25 June 2026.
Havva Koç
doaj   +1 more source

Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era [PDF]

, 2021
This paper explores the dynamic return and volatility connectedness for the three most relevant agricultural and livestock commodity indexes (Softs, Grains and Livestock) and a media sentiment index as the Coronavirus Media Coverage Index (MCI).
Jareño, Francisco, Escribano, Ana, Umar, Zaghum   +2 more
core   +1 more source

Measuring the connectedness of the Nigerian banking network and its implications for systemic risk

Modern Finance
This study examines fifteen major banks’ network connectedness in the Nigerian banking system via its stock returns. The paper studies both the static and dynamic network connectedness of banks built on the generalized forecast error variance ...
Miriam Kamah, Joshua Riti
doaj   +1 more source