Results 11 to 20 of about 9,468 (169)
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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Coagglomeration and spillovers [PDF]
Regional Science and Urban Economics, 2006 Abstract We study the coagglomeration of domestic plants and foreign multinationals and the impact of this on domestic plant productivity and employment using data for Irish manufacturing. Relying on a recently developed index, we find that coagglomeration has been important for a number of industries.
Eric Strobl +2 more
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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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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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A test for volatility spillovers [PDF]
Economics Letters, 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Martin Sola +2 more
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Social interactions and spillovers [PDF]
Games and Economic Behavior, 2011 The aim of this paper is to provide a tractable model where both socialization (or network formation) and productive efforts can be analyzed simultaneously. This permits a fullfledged equilibrium/welfare analysis of network formation with endogenous productive efforts and heterogeneous agents.
Antonio Cabrales +2 more
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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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Journal of Economic Behavior & Organization, 2023 What is a behavioral spillover? How can a spillover be uncovered from the data? What is the precise link between the underlying psychological theory of a spillover and the econometric assumptions which are necessary to estimate it? This paper draws on recent advancements in causal inference, behavioral economics, psychology, and neuroscience to develop
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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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Macro-financial spillovers [PDF]
Journal of International Money and Finance, 2020 Scientific and Technological Research Council of Turkey (TÜBİTAK); The authors wish to thank participants of the 2016 FMA Annual Meeting in Las Vegas, the 2016 Financial Econometrics and Empirical Asset Pricing Conference at Lancaster University, the Barcelona GSE Summer Forum at Universitat Pompeu Fabra, the 11th Computational and Financial ...
Cotter, John +2 more
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