Results 101 to 110 of about 35,893 (313)

Policy Networks and Policy Entrepreneurship in the EU: Explaining Structural Policy Change in Pharmaceutical Innovation Incentives and Health Technology Assessment

European Policy Analysis, EarlyView.
ABSTRACT Policy process research has excelled in explaining structural policy change within national settings, but extensions and applications to the EU level have long proven challenging for scholars. Given that the EU is currently experiencing its longest period of Treaty stability since the 1980s—having evolved into a sui generis political system ...
Vassilis Karokis‐Mavrikos
wiley   +1 more source

Volatility Spillover Between the Carbon Market and Traditional Energy Market Using the DGC-t-MSV Model

Mathematics
This study employed the dynamic conditional correlation algorithm and incorporated the temporal dynamics of spillover effect to enhance the Multivariate Stochastic Volatility (MSV) model.
Jining Wang, Renjie Zeng, Lei Wang
doaj   +1 more source

Have volatility spillover effects of cointegrated European stock markets increased over time? [PDF]

In this study volatility spillover effects in preselected cointegrated European stock markets are investigated. The data generating processes are estimated by applying Vector-Auto Regression (VAR) models. Thereby, the impacts of volatility spillovers are
Klaus Grobys
core  

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

The impact of pandemic on dynamic volatility spillover network of international stock markets. [PDF]

Empir Econ, 2023
Lan T, Shao L, Zhang H, Yuan C.
europepmc   +1 more source

Price and Volatility Spillovers across North American, European and Asian Stock Markets: With Special Focus on Indian Stock Market [PDF]

This paper investigates interdependence of fifteen world indices including an Indian market index in terms of return and volatility spillover effect.
Brajesh Kumar, Pandey, Ajay, Priyanka Singh   +2 more
core  

Exploring the Nexus Between Sustainability Index and Central European Stock Markets Competitiveness: Evidence Through Time–Frequency Analysis and SHAP

Journal of Forecasting, EarlyView.
ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková, Dipak Kumar Jana, Michal Páleš, Elena Fleaca, Petr Dostál   +4 more
wiley   +1 more source

US financial conditions index and its empirical impact on information transmissions across US-BRIC equity markets

Journal of Finance and Data Science, 2016
Both price discovery and volatility spillovers act as information transmission mechanisms across foreign boundaries. In this regard, the present study attempts to extend the findings reported by Singh and Kaur46 by considering pairwise volatility ...
Amanjot Singh, Manjit Singh
doaj   +1 more source

High frequency volatility spillover between oil and non-energy commodities during crisis and tranquil periods. [PDF]

SN Bus Econ, 2023
Marobhe MI, Kansheba JMP.
europepmc   +1 more source

Do Time-Varying Covariances, Volatility Comovement and Spillover Matter? [PDF]

Financial markets and their respective assets are so intertwined; analyzing any single market in isolation ignores important information. We investigate whether time varying volatility comovement and spillover impact the true variance-covariance matrix ...
Lakshmi Balasubramanyan
core