Results 251 to 260 of about 89,696 (311)
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Dependence and risk spillovers between green bonds and clean energy markets
, 2021In this study, we first examine the dynamic dependence structure between green bonds (GBs) and several global and sectoral clean energy (CE) markets by using several time-invariant and time-varying copula approaches over the period from 5 July 2011 to 24
Nana Liu +4 more
semanticscholar +1 more source
Knowledge Spillovers and Corporate Investment in Scientific Research
, 2021Using data on 800,000 corporate publications and patent citations to these publications between 1980 and 2015, we study how corporate investment in research is linked to its use in the firm's inventions, and to spillovers to rivals.
A. Arora, Sharon Belenzon, Lia Sheer
semanticscholar +1 more source
Realized higher-order moments spillovers between commodity and stock markets: Evidence from China
Journal of Commodity Markets, 2022Using 5-min data of Chinese stock market index and eight Chinese commodity futures (soybean, wheat, corn, gold, silver, copper and aluminum, crude oil) from March 26, 2018 to October 22, 2020, we analyze the dynamic spillover connectedness of returns and
Hongwei Zhang +4 more
semanticscholar +1 more source
Management Science, 2015
This paper demonstrates that speculative activities can be contagious and spill over across markets. Specifically, we test the hypothesis that during China's warrants bubble period, speculative activities in the warrants market grabbed investors' attention and caused them to trade more speculatively in the underlying stocks.
Yu-Jane Liu, Zheng Zhang, Longkai Zhao
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This paper demonstrates that speculative activities can be contagious and spill over across markets. Specifically, we test the hypothesis that during China's warrants bubble period, speculative activities in the warrants market grabbed investors' attention and caused them to trade more speculatively in the underlying stocks.
Yu-Jane Liu, Zheng Zhang, Longkai Zhao
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Finance Research Letters, 2021
This paper investigates volatility spillovers between energy and stock markets during periods of crises. Our main findings reveal that transmissions of volatilities among these markets during the Covid-19 pandemic crisis exceeded the ones recorded ...
Ikram Jebabli +2 more
semanticscholar +1 more source
This paper investigates volatility spillovers between energy and stock markets during periods of crises. Our main findings reveal that transmissions of volatilities among these markets during the Covid-19 pandemic crisis exceeded the ones recorded ...
Ikram Jebabli +2 more
semanticscholar +1 more source
International Review of Financial Analysis, 2021
Building on the increased interest in the volatility spillover effects between Chinese stock market and commodity markets, this paper investigates the dynamic volatility spillovers of Chinese stock market and Chinese commodity markets based on the ...
Fenghua Wen +3 more
semanticscholar +1 more source
Building on the increased interest in the volatility spillover effects between Chinese stock market and commodity markets, this paper investigates the dynamic volatility spillovers of Chinese stock market and Chinese commodity markets based on the ...
Fenghua Wen +3 more
semanticscholar +1 more source
Journal of Environmental Economics and Management, 2000
We design an experiment to test whether the rationality that is induced by market-like discipline spills over to nonmarket valuation settings—a rationality spillover. Our results confirm that this new phenomenon exists. The rationality stimulated by market-like discipline extends to the nonmarket setting, and these spillover effects are robust even ...
Cherry, Todd L. +2 more
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We design an experiment to test whether the rationality that is induced by market-like discipline spills over to nonmarket valuation settings—a rationality spillover. Our results confirm that this new phenomenon exists. The rationality stimulated by market-like discipline extends to the nonmarket setting, and these spillover effects are robust even ...
Cherry, Todd L. +2 more
openaire +2 more sources
Economic Analysis and Policy, 2021
This paper examines the dynamic and frequency spillovers between global Green Bonds (GBs), WTI oil and G7 stock markets using the time-frequency spillover index by Baruník and Křehlík (2018) and wavelet coherency approach.
Walid Mensi, M. Naeem, X. Vo, S. Kang
semanticscholar +1 more source
This paper examines the dynamic and frequency spillovers between global Green Bonds (GBs), WTI oil and G7 stock markets using the time-frequency spillover index by Baruník and Křehlík (2018) and wavelet coherency approach.
Walid Mensi, M. Naeem, X. Vo, S. Kang
semanticscholar +1 more source
Staff Reports (Federal Reserve Bank of New York)
We study international monetary policy spillovers and spillbacks in a tractable two-country Heterogeneous Agent New Keynesian model. Relative to Representative Agent (RANK) models, our framework introduces a precautionary-savings channel, as households in both countries face uninsurable income risk, and a real-income channel, as households have ...
Acharya, Sushant, Pesenti, Paolo A.
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We study international monetary policy spillovers and spillbacks in a tractable two-country Heterogeneous Agent New Keynesian model. Relative to Representative Agent (RANK) models, our framework introduces a precautionary-savings channel, as households in both countries face uninsurable income risk, and a real-income channel, as households have ...
Acharya, Sushant, Pesenti, Paolo A.
openaire +2 more sources
Incremental vs. Breakthrough Innovation: The Role of Technology Spillovers
Management Sciences, 2020We show that technology spillovers shift the composition of corporate research and development by promoting innovation based on the exploitation of existing knowledge while disincentivizing innovat...
Seong K. Byun, Jong-Min Oh, Han Xia
semanticscholar +1 more source