Results 81 to 90 of about 253,423 (302)
Volatility spillovers and the role of leading financial centres
PSL Quarterly Review, 2001 This paper investigates volatility spillovers between eleven equity markets located in Europe, Asia, Latin America and the US from July 1992 to July 1999. The absolute value of stock returns is adopted as volatility index. The VAR methodology--duly adjusted in order to account for differences in market trading times--is used to examine volatility ...
CIFARELLI, GIULIO, G. Paladino
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Biotechnology and Bioengineering, EarlyView.SpyCatcher‐mi3 nanoparticles presenting HKU5, NeoCoV, and HKU5‐CoV‐2 RBD‐SD1 induced strong, cross‐reactive IgG responses in immunized mice. The surrogate virus neutralization test demonstrated strong activity in sera from homologous vaccination. ABSTRACT Recent discoveries of merbecoviruses such as HKU5, NeoCoV, and HKU5‐CoV‐2 that use angiotensin ...
Peter J. Halfmann +11 more
wiley +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
A Systemic Model for Understanding Business Interactions With Biodiversity and Ecosystems
Business Strategy and the Environment, EarlyView.ABSTRACT Biodiversity loss and ecosystem degradation represent critical threats to human well‐being and economic resilience, challenging businesses to understand and manage their interdependence with natural systems. This study develops a systemic framework—the BioModel—that elucidates the reciprocal relationship between businesses, biodiversity, and ...
Lino Cinquini +2 more
wiley +1 more source
The Volatility Spillover Effects and Optimal Hedging Strategy in the Corn Market [PDF]
This article examines the volatility spillovers from energy market to corn market. Using a volatility spillover model from the finance literature, we found significant spillovers from energy market to corn cash and futures markets, and the spillover ...
Wu, Feng, Guan, Zhengfei
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Detecting Contagion with Correlation: Volatility and Timing Matter [PDF]
, 2010 We examine whether contagion tests are affected by controls for volatility clustering and the collection of synchronized data sets. Without controlling for volatility clustering synchronization does not apparently matter.
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Business Strategy and the Environment, EarlyView.ABSTRACT This article contributes to sustainability research by investigating the complex, geopolitically induced challenges faced by industrial supply chains under international sanctions. Using Iran's steel industry as a case, it examines sustainability barriers through the lens of stakeholder theory. A mixed methods approach was employed.
Seyed Hamed Moosavirad +2 more
wiley +1 more source
Volatility Spillover Effects in European Equity Markets [PDF]
This paper quantifies the magnitude and time-varying nature of volatility spillovers from the aggregate European (EU) and US market to 13 local European equity markets.I develop a shock spillover model that decomposes local unexpected returns into a ...
Baele, L.
core
Forecasting Volatility and Spillovers in 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).
Roengchai Tansuchat +2 more
core +2 more sources
Volatility Spillover Effects in European Equity Markets [PDF]
Journal of Financial and Quantitative Analysis, 2002 AbstractThis paper investigates to what extent globalization and regional integration lead to increasing equity market interdependence. I focus on Western Europe, as this region has gone through a unique period of economic, financial, and monetary integration.
openaire +6 more sources