Results 31 to 40 of about 54,528 (304)
Systemic Risk Spillovers in the European Energy Sector
In this article, we aim to study systemic risk spillovers for European energy companies and to determine the spillover network of the energy sector with other economic sectors.
Radu Lupu +3 more
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Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers
We use a dataset for the group of G7 countries and China to study the out-of-sample predictive value of uncertainty and its international spillovers for the realized variance of crude oil (West Texas Intermediate and Brent) over the sample period from ...
Rangan Gupta, Christian Pierdzioch
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Spillovers in education choice [PDF]
Abstract This paper examines how skills are shaped by social interactions in families. We show that older siblings causally affect younger sibling's educational choices and early career earnings. We focus on critical course choices in high school and overcome the identification challenges of estimating spillover effects in education by exploiting ...
Joensen, Juanna Schröter +1 more
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International Spillovers and Bailouts
Abstract We study how cross-country macroeconomic spillovers caused by sovereign default affect equilibrium bailouts. Because of portfolio diversification, the default of one country causes a macroeconomic contraction in other countries, which motivates a bailout.
Azzimonti, Marina, Quadrini, Vincenzo
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An Analysis of the Relationships Between Domestic Real Estate Markets – A Systemic Approach
This article analyzes the spread of market phenomena, market tensions and trends between real estate markets on the global scale. At the theoretical level, the main aim of the study was to determine the nature of the relationships between housing markets
Brzezicka Justyna +2 more
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Contagion, Spillover and Interdependence [PDF]
This paper reviews the empirical literature on international spillovers and contagion. Theoretical models of spillover and contagion imply that the reduced-form observable variables suffer from two possible sources of bias: endogeneity and omitted variables.
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Volatility Spillover Effect of Pan-Asia’s Property Portfolio Markets
This study assesses the spillover effect of the listed property companies that cover pan-Asian countries, namely Malaysia, Thailand, Indonesia, Singapore, Vietnam, South Korea, Japan, China, the Philippines, and Hong Kong.
Mário Nuno Mata +3 more
doaj +1 more source
This paper revisits the link between exchange rate and interest rate considering the role of uncertainty due to infectious diseases in the South African economy using monthly data from January 1985 to August 2020 within a nonparametric framework.
Percy Mkhosi, Ismail Fasanya
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Pathways to zoonotic spillover [PDF]
(Uploaded by Plazi for the Bat Literature Project) Zoonotic spillover, which is the transmission of a pathogen from a vertebrate animal to a human, presents a global public health burden but is a poorly understood phenomenon. Zoonotic spillover requires several factors to align, including the ecological, epidemiological and behavioural determinants of ...
Plowright, Raina +6 more
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AbstractWe investigate a potential primary effect of leveraged buyouts (LBOs) by private equity (PE) on peers in the same industry using data on US public‐to‐private LBO transactions between 1985 and 2016. We use a network‐based instrumental variable approach to account for potential endogeneity concerns.
Huynh S. Truong, Uwe Walz
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