Results 61 to 70 of about 35,893 (313)

Volatility Spillover between the Stock Market and the Foreign Market in Pakistan [PDF]

Our paper examines the volatility spillover between the stock market and the foreign exchange market in Pakistan. For the longrun relationship we use the Engle Granger two-step procedure and the volatility spillover is modelled through the bivariate ...
A. R. Kemal, Abdul Qayyum
core   +4 more sources

Do Instabilities in National Macroeconomic Factors Contribute to Channeling Volatility Spillover from the Global to the Islamic Equity Market?

Comparative Economic Research, 2021
This study investigates the impact of macroeconomic instabilities on returns volatility spillover that is transmitted from the global to the Islamic equity market.
Harjum Muharam, Najmudin Najmudin, Wisnu Mawardi, Erman Denny Arfinto   +3 more
doaj   +1 more source

Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach [PDF]

, 2018
Even though the volatility spillover effects in global equity markets have been documented extensively, the transmission of illiquidity across national borders has not.
Lu, Wenna, Taylor, Nick, Xu, Yongdeng
core   +7 more sources

Volatility Spillover on IDX Energy Sector

Jurnal Riset Akuntansi dan Keuangan, 2022
This study aimed to determine the spillover volatility factors from the stock returns on IDX Energy Sector firms. It focused on 3 types of factors, including 1) economy, especially crude oil prices, 2) market, such as inflation, exchange rate, and real GDP growth, and 3) firm specific-factors, such as ROE, Firm Size, and DER.
Fadila, Ardhiani, Nugraheni, Siwi, Sholihah, Dienni Ruhjatini   +2 more
openaire   +2 more sources

Mapping the Innovation DNA of Agribusiness Firms: A Multi‐Method Analysis of Strategic Capabilities and Performance

Agribusiness, EarlyView.
ABSTRACT Innovation is essential for competitiveness in agribusiness facing dynamic environments. This study examines how market orientation, marketing, relational, and social capabilities influence innovation performance. Using data from 751 Spanish firms and a multi‐method approach that integrates Structural Equation Modeling (PLS‐SEM), Necessary ...
Beatriz Corchuelo Martínez‐Azúa, Alvaro Dias   +1 more
wiley   +1 more source

Volatility Spillover Effects in the Moroccan Interbank Sector before and during the COVID-19 Crisis

Risks, 2022
The objective of this paper is to analyze the volatility spillover effects in the Moroccan interbank sector before and during the COVID-19 pandemic crisis using the DY model. Specifically, this study assesses the impact of the recent COVID-19 outbreak on
Mohamed Beraich, Salah Eddin El Main
doaj   +1 more source

Food inflation pass‐through from agricultural imports in a small open economy

American Journal of Agricultural Economics, EarlyView.
Abstract This paper develops a new framework for quantifying cost pass‐through in a small open economy by estimating firm‐level markup responses to agricultural import price shocks. We show theoretically that markup adjustments depend on firms' reliance on imported inputs and demand curvature, generating heterogeneous inflationary effects across firm ...
Minseong Kang, Seungki Lee
wiley   +1 more source

The impacts of biological invasions

Biological Reviews, EarlyView.
ABSTRACT The Anthropocene is characterised by a continuous human‐mediated reshuffling of the distributions of species globally. Both intentional and unintentional introductions have resulted in numerous species being translocated beyond their native ranges, often leading to their establishment and subsequent spread – a process referred to as biological
Phillip J. Haubrock, Teun Everts, Neil Angelo S. Abreo, Jamie Bojko, Victor Deklerck, James W. E. Dickey, Ana Clara S. Franco, Emili García‐Berthou, Stelios Katsanevakis, Natalia I. Kirichenko, Stefano Mammola, Martin A. Nuñez, Ben Parker, Riccardo Scalera, Ismael Soto, Diederik Strubbe, Ali Serhan Tarkan, Lorenzo Vilizzi, Tim Adriaens, Paride Balzani, Dagmara Błońska, Elizabeta Briski, Rein Brys, Amy L. Burgess, James E. Byers, Carlos Cano‐Barbacil, Giuseppe Castaldelli, Jaimie T.A. Dick, Victoria Dominguez Almela, Romina D. Dimarco, Margarita Florencio, Antonín Kouba, Melina Kourantidou, Irmak Kurtul, Irene Martín‐Forés, Olivier Morissette, Julian D. Olden, Bruno E. Soares, Jakub Truszkowski, Hugo Verreycken, Marc Kenis, Ronaldo Sousa, J. Robert Britton   +42 more
wiley   +1 more source

Volatility and Spillover Effects of Yen Interventions

Review of International Economics, 2013
AbstractWe consider the effects of interventions by the Bank of Japan's (BoJ) on the intraday volatility of the US dollar/Japanese yen (USD/JPY) exchange rates and their spillovers to volatility of the euro/JPY exchange rates. We use 15‐minute data during the period 2000–2004 and employ multivariate generalized autoregressive conditional ...
Chortareas, Georgios, Jiang, Ying, Nankervis, John C.   +2 more
openaire   +3 more sources

The Strategic Role of Waste Inventories in Industrial Symbiosis: A Simulation‐Based Perspective on Performance and Resilience of Industrial Symbiosis Networks

Business Strategy and the Environment, EarlyView.
ABSTRACT Ensuring the resilience of industrial symbiosis networks (ISNs) has emerged as a key concern in the literature. However, existing studies focus on network‐level strategies, neglecting the potential benefits derived from strengthening the links between symbiotic partners.
Melissa Mollica, Alberto Nastasi, Luca Fraccascia   +2 more
wiley   +1 more source