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Regime specific spillover across cryptocurrencies and the role of COVID-19
The aim of this study is to examine the daily return spillover among 18 cryptocurrencies under low and high volatility regimes, while considering three pricing factors and the effect of the COVID-19 outbreak. To do so, we apply a Markov regime-switching (
S. Shahzad +3 more
semanticscholar +1 more source
It has been argued that intensive livestock farming increases the risk of pandemics of zoonotic origin because of long-distance livestock movements, high livestock densities, poor animal health and welfare, low disease resistance and low genetic ...
Harriet Bartlett +5 more
doaj +1 more source
Valuing volatility spillovers [PDF]
Abstract We show that volatility spillovers are large enough to matter to investors. We demonstrate that standard deviations of returns to mean-variance portfolios of European equities fall by 1–1.5% at daily, weekly, and monthly rebalancing horizons when volatility spillovers are included in covariance forecasts.
George Milunovich, Susan Thorp
openaire +2 more sources
Human Infection with Avian Influenza A(H9N2) Virus, Cambodia, February 2021
In February 2021, routine sentinel surveillance for influenza-like illness in Cambodia detected a human avian influenza A(H9N2) virus infection. Investigations identified no recent H9N2 virus infections in 43 close contacts.
Samnang Um +17 more
doaj +1 more source
Modeling the Global Dynamic Contagion of COVID-19
The COVID-19 infections have profoundly and negatively impacted the whole world. Hence, we have modeled the dynamic spread of global COVID-19 infections with the connectedness approach based on the TVP-VAR model, using the data of confirmed COVID-19 ...
Lijin Xiang +4 more
doaj +1 more source
How Does Human Capital Spillover Inflow of Foreign Workers Affect Economic Growth?
The ASEAN Economic Community provides opportunities for foreign workers to enter Indonesia, including Central Java Province. The existence of these foreign workers tends to negatively and positively impact the regional economic growth of the country ...
Etty Puji Lestari, Caroline Caroline
doaj +1 more source
Ecological countermeasures to prevent pathogen spillover and subsequent pandemics
Substantial global attention is focused on how to reduce the risk of future pandemics. Reducing this risk requires investment in prevention, preparedness, and response.
R. Plowright +24 more
semanticscholar +1 more source
Pathways to zoonotic spillover
Zoonotic spillover, which is the transmission of a pathogen from a vertebrate animal to a human, presents a global public health burden but is a poorly understood phenomenon. Zoonotic spillover requires several factors to align, including the ecological,
R. Plowright +6 more
semanticscholar +1 more source
This paper examines the effect of geopolitical risk (GPR) on return and volatility dynamics in Middle East and North African (MENA) countries by using an ADCC-GARCH model and a spillover approach.
Ahmed H. Elsayed, M. Helmi
semanticscholar +1 more source
In finance, the momentum spillovers of listed firms is well acknowledged. Only few studies predicted the trend of one firm in terms of its relevant firms.
Rui Cheng, Qing Li
semanticscholar +1 more source

