Results 71 to 80 of about 253,423 (302)
Volatility spillovers in EMU sovereign bond markets [PDF]
International Review of Economics & Finance, 2015 New evidence is presented on the sudden shift in the sentiment of market participants with the outbreak of the sovereign debt crisis. Since volatility reflects the extent to which the market evaluates the arrival of new information and provides useful insights into the dynamics of EMU sovereign debt markets, we analyze their spillovers. To that end, we
Fernández Rodríguez, Fernando, 1954- +2 more
openaire +4 more sources
Firm turnover under asymmetric information: Tanzania's agro‐dealer sector
American Journal of Agricultural Economics, EarlyView.Abstract We study firm turnover (i.e., entry and exit) and its consumer implications in a market characterized by asymmetric information. Using a three‐round census of agro‐dealers in Tanzania's Morogoro Region, we document annual firm entry and exit rates of 33% and 17%, respectively.
Alix Naugler +3 more
wiley +1 more source
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets [PDF]
Crude oil price volatility has been analyzed extensively for organized spot, forward and futures markets for well over a decade, and is crucial for forecasting volatility and Value-at-Risk (VaR).
Chang, C., McAleer, M.J., Tansuchat, R.
core +4 more sources
Spillover Volatilitas Pasar Saham Indonesia dan Singapura Periode 2001-2005
Jurnal Akuntansi dan Keuangan, 2010 Using an Autoregressive model combined with a univariate Exponential GARCH model for constructing a volatility spillover model, we investigate asymmetric effect and volatility persistence effect in Indonesia and Singapore stock market, and the effect of ...
Lestano Lestano, Julia Sucito
doaj
Volatility spillovers, interdependence and comovements: A Markov Switching approach [PDF]
Computational Statistics & Data Analysis, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Giampiero M. Gallo, Edoardo Otranto
openaire +7 more sources
Trade Realignments and the Need for Integrated Modeling Research in Latin America's Agri‐Food Sector
Agribusiness, EarlyView.
Emiliano Lopez Barrera
wiley +1 more source
Volatility Spillover Among Equity and Commodity Markets
SAGE Open, 2020 This study aims to examine volatility spillover among equity and commodity markets of the United States. The analysis focuses on crude oil (Brent and WTI [West Texas Intermediate]), rice, and gasoline.
Tariq Aziz +3 more
doaj +1 more source
Advanced Physics Research, EarlyView.Heterostructured semiconductors enable synergistic interactions between complementary materials, improving charge transport, analyte adsorption, and signal transduction in chemical and biochemical sensors. Their integration allows for high sensitivity, selectivity, stability, and low‐power operation across gas and liquid‐phase devices, while novel ...
Martin Schwellberger Barbosa +2 more
wiley +1 more source
Volatility spillover in Indonesia, USA, and Japan capital market [PDF]
Globalization and advanced information technology easing us for obtaining information from global stock markets. With that condition, volatility in domestic capital market could be affected by volatility from global stock markets.
Mulyadi, Martin Surya
core
MathematicsThis paper investigates the volatility spillover effects from the crude oil market to domestic stock markets using high-frequency data. We propose an enhanced methodology, the MS-HAR-TVP model, which extends the standard HAR framework.
Haoqing Yu
doaj +1 more source