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The domestic impacts and spillovers of capital controls [PDF]
Ekonomski Anali, 2020 The effectiveness of capital controls has still not been established, and if they are indefinite they create distortions. This study uses quarterly data on capital controls in 25 Asian and Latin American countries from 2000 to 2019.
Zehri Chokri
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A Study of Knowledge Spillovers within Chinese Mega-Economic Zones
Economics: Journal Articles, 2022 Using a prefectural level data, we shed the light on the knowledge spillovers within three mega-economic zones (MEZs) in China by adopting spatial econometric methods. We first examine the spillovers within all regions, and then the spillovers within the
Huang Xiaobing, Meng Xinxin, Chen Meng
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Coin Specific Sentiments Matter For The Non-Fungible Tokens Spillovers: How And When?
Buletin Ekonomi Moneter dan Perbankan, 2023 This paper explores the impact of sentiment on return spillovers among seven major Non-Fungible Tokens (NFTs). Using daily sentiment data from Thomson Reuters MarketPysch Indices and controlling for uncertainty factors and NFT sales, we examine the ...
Oguzhan Cepni, Ahmet Faruk Aysan
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Estudios Gerenciales, 2021 En el presente artículo se estudian los spillovers (derrames) entre el S&P500 y el Mercado Integrado Latinoamericano para verificar si el inicio de la epidemia por COVID-19 y el entorno de ese momento cambiaron la dinámica de su nivel de conectividad ...
César Gurrola-Ríos +2 more
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Financial Spillovers in Asian Emerging Economies
Asian Development Review, 2020 This paper explores financial spillovers between emerging Asia and advanced economies using principal component analysis to extract common shocks in Asia.
Shin-ichi Fukuda, Mariko Tanaka
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Dynamic Network Connectedness of Bitcoin Markets: Evidence from Realized Volatility
Frontiers in Physics, 2020 In this paper, we explore the volatility spillovers across different Bitcoin markets. We decompose the realized volatility into common and idiosyncratic volatilities, as well as the good and bad volatilities.
Shuanglian Chen, Hao Dong
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Contagion effects on financial markets risk
Revista de Studii Financiare, 2022 Financial contagion represents a very controversial concept in international finance being one of the most frequently referenced subjects and yet least understood.
Anca Ionășcuți, Bogdan Dima
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Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different?
Energies, 2020 This paper examines the spillovers of return and volatility transmitted from fossil energies (crude oil and natural gas) and several important financial variables (stock market index, bonds, and the volatility index) to renewable stock markets in the US ...
Tiantian Liu, Shigeyuki Hamori
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Investigation of ESG spillovers for external stakeholders in Russian regions
Управленец, 2023 Waves of recent global economic crises at the beginning of the 2000s gave a rise to an increased attention to external effects, or spillovers, of environmental, social and corporate governance (ESG) practices of companies.
Ekaterina V. Popova, Nikolay I. Strikh
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Spillovers across the Asian OPEC+ Financial Market
Mathematics, 2023 This research utilizes the Diebold and Yilmaz spillover model to examine the correlation between geopolitical events, natural disasters, and oil stock returns in Asian OPEC+ member countries. The study extends prior research by investigating the dynamics
Darko B. Vuković +3 more
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