Results 121 to 130 of about 10,944,819 (305)
Do Time-Varying Covariances, Volatility Comovement and Spillover Matter? [PDF]
Financial markets and their respective assets are so intertwined; analyzing any single market in isolation ignores important information. We investigate whether time varying volatility comovement and spillover impact the true variance-covariance matrix ...
Lakshmi Balasubramanyan
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Journal of Theoretical and Applied Electronic Commerce ResearchHouse rules are a central governance mechanism in peer-to-peer accommodation, yet prior research reports mixed effects on guests’ booking behaviors. We propose that these inconsistencies arise from overlooking the intertemporal spillover of rules, the ...
Jialei Wang +5 more
doaj +1 more source
Domestic and External Drivers of Brazilian Pork Price Volatility Under Russian Trade Policies
Agribusiness, EarlyView.ABSTRACT This study investigates how Russian trade policies and domestic factors influence the volatility of Brazilian live swine prices from 2004 to 2019. We employ a DCC‐MGARCH framework, along with volatility impulse‐response functions and the connectedness approach, to analyze time‐varying co‐movement and dynamic volatility spillovers across pork ...
Gabriel Rosero +2 more
wiley +1 more source
A comparison of Spillover Effects before, during and after the 2008 Financial Crisis [PDF]
This paper applies graphical modelling to the S&P 500, Nikkei 225 and FTSE 100 stock market indices to trace the spillover of returns and volatility between these three major world stock market indices before, during and after the 2008 financial crisis ...
Alethea Rea +3 more
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Volatility Spillover Effects in Scandinavian Equity Markets [PDF]
, 2013 The mean and volatility spillover effects from the US and the aggregate European stock markets into individual Scandinavian equity markets are investigated by applying an EGARCH volatility-spillover model.
Xu, Yan
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Journal of Innovation & KnowledgeUnder what conditions do originators of innovation benefit from knowledge spillover by learning from knowledge recipients, and when do they not? This study examines how originator firms’ learning from recipients differs depending on their spillover ...
Yura Rosemary Jung +3 more
doaj +1 more source
Advanced Intelligent Discovery, EarlyView.Sequential multicolor fluorescence imaging in dynamic microsystems is constrained by acquisition speed and excitation dose. This study introduces a real‐time framework to reconstruct spectrally separated channels from reduced cross‐channel acquisitions (frames containing mixed spectral contributions).
Juan J. Huaroto +3 more
wiley +1 more source
Are there Spillover Effects from Hong Kong and the United States to Chinese Stock Markets? [PDF]
Stock market integration of mainland China is analyzed before and after the liberalization of Chinese stock exchange segments. We apply a causality-in-variance procedure, using four mainland China stock market indices, two indices of the stock exchange ...
Katharina Diekmann
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Advanced Intelligent Discovery, EarlyView.Recent advances in TiO2 modification strategies: structure regulation and composite engineering for improved activity and functionality. TiO2 has emerged as a pivotal catalyst for enhancing MgH2, a high‐capacity solid‐state hydrogen storage material, owing to its structural versatility.
Xiaopeng Chu +10 more
wiley +1 more source
The International Spillover Effects of Pension Reform [PDF]
This paper explores how pension reforms in countries with PAYG schemes affect countries with funded systems. We use a two-country two-period overlapping-generations model, where the countries only differ in their pension systems.
Harrie A. A Verbon +2 more
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