Results 191 to 200 of about 253,423 (302)
WTI, Brent or implied volatility index: Perspective of volatility spillover from oil market to Chinese stock market. [PDF]
PLoS OneQin P, Bai M.
europepmc +1 more source
Tail Risk Transmission in Agricultural and Energy Markets
Journal of Futures Markets, EarlyView.ABSTRACT This paper examines downside hedging, tail diversification, and extreme tail risk transmission between crude oil and agricultural commodity futures over two decades. We develop complementary indicators of downside dependence, including sign‐switching frequency and persistence, to assess tail risk dynamics, hedging effectiveness, and associated
Emmanuel Senyo Fianu +3 more
wiley +1 more source
Should multinationals care about development? Rethinking global strategy in an unequal world
Global Strategy Journal, EarlyView.Abstract Research Summary While multinational corporations (MNCs) can profoundly shape global development trajectories, global strategy research has largely treated development as peripheral to core strategic concerns. This Perspective paper examines the contested relationship between global strategy and development, arguing that MNCs are neither ...
Marcus M. Larsen +2 more
wiley +1 more source
An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting [PDF]
This paper is an empirical study of Asian stock volatility using stochastic volatility factor (SVF) model of Cipollini and Kapetanios (2005). We adopt their approach to carry out factor analysis and to forecast volatility.
Silvia S.W. Lui
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Global Strategy Journal, EarlyView.Abstract Research Summary This article develops a conceptual framework for understanding multinational enterprise (MNE) resilience in the era of cascading crises. We define resilience as the MNE's capacity to absorb disruption, maintain or restore functioning, and reconfigure operations as conditions shift.
Gerard George, Chang Hoon Oh
wiley +1 more source
THE SOVEREIGN BOND MARKETS RETURN AND VOLATILITY SPILLOVERS
Ekonomska misao i praksa, 2019 The aim of this paper is to apply the spillover index methodology developed by Diebold and Yilmaz (2009, 2012) to investigate the role individual sovereign bond markets play in international sovereign bond market volatility spillovers. Daily data for 19 developed and developing countries from four continents is used in order to estimate fixed and time ...
openaire +2 more sources
Rethinking a positive‐sum game: US FDI location decisions in the presence of Chinese FDI
Global Strategy Journal, EarlyView.Abstract Research Summary This study examines how rising Chinese outbound foreign direct investment (OFDI) in third‐country markets shapes US MNEs' foreign direct investment location decisions amid escalating US–China geopolitical rivalry. US firms initially benefit from complementary co‐location dynamics, as Chinese OFDI—particularly in infrastructure—
Injae Jeon, Jon Jungbien Moon
wiley +1 more source
Health Care Science, EarlyView.With the rapid advancement of information technology, data has become a key driver of social progress, particularly in the medical field. The accumulation and innovative application of medical data have not only reshaped the structure of medical production factors but also provided a strong impetus for the development of new productivity.
Zhixuan Yu +4 more
wiley +1 more source
Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness [PDF]
This study examines the influence of global and regional factors on the conditional distribution of stock returns from six Asian markets, using factor models in which unexpected returns comprise global, regional and local shocks.
Aamir R. Hashmi, Anthony S. Tay
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