Cross-company jump spillover and the role of news
HeliyonWe study how jumps spillover and the cross-company impact of firm-specific unscheduled news on jumps between economic sectors. To this end, we employ high-frequency data of 220 constituents of the Russell 3000 index equally divided into eleven sectors ...
Francesco Poli, Massimiliano Caporin
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The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets [PDF]
This paper provides comprehensive evidence on the spillover effects of the U.S. Fed’s and the European Central Bank (ECB)’s target interest rate news on the market returns and return volatilities of 12 stock markets in the Asia-Pacific over the period ...
Do Quoc Tho, Nguyen, Suk-Joong, Kim
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Customer artificial intelligence, supply chain spillover effects, and supplier capacity utilization
International Review of Economics & FinanceIn the post-digital revolution wave where artificial intelligence (AI) is reshaping the landscape of supply chains, how enterprises can leverage AI to break through the dilemma of production capacity has become a focal point of current research. From the
Jia Ma, Tingting Xie
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Exploring spillover effects beyond workplace dietary interventions using agent-based modelling
Public Health NutritionObjective: We applied an innovative agent-based modelling approach to investigate how and to what extent spillover effects occur beyond dietary interventions. Design: We developed an agent-based model in NetLogo to simulate the dietary practices of the
Yinjie Zhu, Marga Ocké, Emely de Vet
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Productivity growth and R&D spillovers in Japanese manufacturing industry [PDF]
This paper estimates the contribution of R&D spillovers to productivity growth Japanese manufacturing industry by estimating two alternative measures of productivity growth and two different types of R&D spillovers. The results suggest that TFP growth is
Hyeog Ug Kwon
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Volatility Spillover Effects in European Equity Markets [PDF]
This paper quantifies the magnitude and time-varying nature of volatility spillovers from the aggregate European (EU) and US market to 13 local European equity markets.I develop a shock spillover model that decomposes local unexpected returns into a ...
Baele, L.
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Foreclosure's price-depressing spillover effects on local properties: a literature review [PDF]
The costs of foreclosure often spill over from foreclosed properties to other nearby properties. This short paper reviews some of the research on foreclosure's price-depressing impact on sales of nearby properties, only one of several forms of spillover ...
Kai-yan Lee
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Are There Spillover Effects Between Coastal and Non-Coastal Regions in China ? [PDF]
The evolution of regional policy between the Mao era and the Deng era generated much debate concerning inter-provincial disparities and the trade-off between efficiency and equity.
Jean-Louis COMBES +2 more
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Spillover Effect of Network Public Opinion on Market Prices of Small-Scale Agricultural Products
MathematicsNetwork public opinion plays a crucial role in the behavior and decision making of various stakeholders, including farmers, middlemen, and consumers. It also affects the price fluctuations of small-scale agricultural products.
Xingchen Lv +3 more
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Meta-Analysis of Intra-Industry FDI Spillovers: Updated Evidence [PDF]
Using 67 published and unpublished studies, we conduct a meta-analysis of the literature on intra-industry productivity spillovers from foreign direct investment.
Zuzana Iršová, Tomáš Havránek
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