Risk spillovers between the S&P500, green bonds, real estate, oil market, and dollar index June 2022 [PDF]
One of the main concepts in finance is portfolio diversification and optimization. Typically, investors use the risk and return approach to diversify their portfolios. However, risk spillovers and market connectivity should also be considered when making
Hamid Jamshidi, Alimohammad Ghanbari
doaj +1 more source
Industry Portfolio Volatility Connections and Industry Portfolio Returns
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington +2 more
wiley +1 more source
Transmission pathways between foreign aid and renewable energy consumption in Vietnam
Our paper is the first attempt to analyze the environmental consequences and energy security of foreign aid in Vietnam during the 1987–2019 period. We apply various modern econometric techniques, including the multivariate Wavelet model and an extended ...
Tran Thi Mai Hoa +3 more
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Monetary Policy Shocks and Exchange Rate Dynamics in Small Open Economies
ABSTRACT This paper investigates whether the effects of monetary policy shocks on real exchange rates have changed over time and, if so, whether these changes stem from shifts in transmission mechanisms or from variation in the volatility of the shocks themselves.
Madison Terrell +3 more
wiley +1 more source
Dynamic spillovers between climate risk, energy transition, and sustainable finance: implications for financial markets [PDF]
PurposeThe purpose of this paper is to analyze the dynamic interconnections and spillover effects among climate risk, carbon emissions, renewable and nonrenewable energy markets and sustainable finance instruments over time and across different market ...
Dhoha Mellouli
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Eustachian Tube Opening in Children With and Without Cleft Palate and Association With Otitis Media
Using transnasal endoscopy in 50 children, structural abnormalities of the torus tubarius—particularly the posterior lip—were significantly more common in children with cleft palate than in those without (52% vs. 20%). Adenoid size, dynamic Eustachian tube opening visibility, and the Eustachian Tube Inflammation Scale correlated with middle ear status ...
Kawin Atipas +4 more
wiley +1 more source
Forecasting returns in Real Estate Investment Trust (REIT) markets remains challenging because REIT performance is shaped by nonlinear and time-varying interactions with macro-financial conditions. This study evaluates the forecasting performance of Long
Eddy Suprihadi +3 more
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Effects of oil shocks on EMU exports: technological level differences
This article provides some new empirical perspectives on the relationship between oil-market fluctuations and technological structure of EMU export.
Hodula Martin, Vahalík Bohdan
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The Dynamic Impacts of Monetary Policy Uncertainty Shocks
This paper assesses whether the impact of monetary policy uncertainty on the U.S. economy has changed over time. Estimating a Time-Varying Parameter Vector Autoregressive model on U.S.
Ahmed Kamara, Niraj P. Koirala
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Early and Progressive Spinal Cord Atrophy in Spinocerebellar Ataxia Type 1
Abstract Background Spinocerebellar ataxia type 1 (SCA1) is a rare, autosomal dominant neurodegenerative disorder characterized by progressive cerebellar and brainstem degeneration. Previous studies have shown that spinal cord atrophy is also a key aspect of SCA1 neuropathology.
Colette J.M. Reniers +11 more
wiley +1 more source

