Results 41 to 50 of about 89,696 (311)
On the International Spillovers of US Quantitative Easing
Social Science Research Network, 2018 The paper analyses the global spillovers of the Federal Reserve's unconventional monetary policy measures. First, we find that Fed measures in the early phase of the crisis (QE1), but not since 2010 (QE2), were highly effective in lowering sovereign ...
Marcel Fratzscher +2 more
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Asymmetric spillovers between green bonds and commodities
, 2021 This main contribution of this study is to examine the asymmetric connectedness among green bonds and commodities in time- and frequency-domain using the spillover frameworks of Diebold and Yilmaz (2014) and Barunik and Křehlik (2018).
M. Naeem, O. Adekoya, J. Oliyide
semanticscholar +1 more source
An Analysis of the Relationships Between Domestic Real Estate Markets – A Systemic Approach
Real Estate Management and Valuation, 2019 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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PLoS ONE, 2023 The spillover effect of university-based agricultural research and development (R&D) has been recognized as a crucial factor contributing to the enhanced performance of the agricultural industry.
Yi Wang, Danni Yu
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Systemic Risk Spillovers in the European Energy Sector
Energies, 2021 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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Contagion, Spillover and Interdependence [PDF]
SSRN Electronic Journal, 2016 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.
openaire +3 more sources
Pathways to zoonotic spillover [PDF]
Nature Reviews Microbiology, 2017 (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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European Financial Management, 2022 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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Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers
Energies, 2021 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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International Review of Financial Analysis, 2021 This study combined time-varying parameter vector autoregression (TVP-VAR) and a spillover index model to analyze the static, total, and net spillover effects of energy and stock markets before and after the COVID-19 outbreak.
Hua Zhang, Jinyu Chen, Liuguo Shao
semanticscholar +1 more source