Results 91 to 100 of about 30,423 (304)
The Response of Firms' Leverage to Uncertainty: Evidence from UK Public versus Non-Public Firms [PDF]
This paper empirically investigates the effects of uncertainty on firms' leverage. The analysis is carried out for a large panel of public and non-public UK manufacturing rms over 1999-2008.
Caglayan, M., Rashid, A.
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Market Perceptions of ESG Reputational Risk in the US Pharmaceutical Industry
ABSTRACT Negative ESG‐related reputational events generate significant corporate risks, particularly within sensitive sectors such as the pharmaceutical industry. Using novel reputational data, this research investigates investor perceptions of the consequences of experienced ESG breaches among US pharmaceutical firms.
Erdinc Akyildirim +3 more
wiley +1 more source
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? [PDF]
Asymmetries in volatility spillovers are highly relevant to risk valuation and portfolio diversification strategies in financial markets. Yet, the large literature studying information transmission mechanisms ignores the fact that bad and good volatility
Barunik, Jozef +2 more
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This study examines the structural and chemical evolution of low‐loaded Ir/ATO anodes during PEM water electrolysis under realistic conditions. Iridium dissolution is largely suppressed. In the early stages, both ionomer and support degradation are detected. Morphological reorganization occurs at the interface between the anode catalyst layer (ACL) and
Sambal Shashank Ambu +11 more
wiley +1 more source
Credit Spread Changes And Volatility Spillover Effects
{"references": ["Y. Baba, R. Engle, D. Kraft, and K. Kroner, \"Multivariate simultaneous\ngeneralized ARCH,\" Mimeo, Department of Economics, University of\nCalifornia, San Diego, 1990.", "H. Bierens, J. Huang, and W. Kong, \"An econometric model of credit\nspreads with rebalancing, ARCH and jump effects,\" Working paper,\nPenn State University, 2003.",
openaire +1 more source
ABSTRACT Successful implementation of environmental policy and governance highly depends on the capacity to know about, build new and utilize existing governance structures. However, the theoretical tools and available methods to assess the complexity of emerging or existing structures are rather limited.
Diana Giebels +2 more
wiley +1 more source
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
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model [PDF]
Utilizing multivariate GARCH framework, this study finds that generally the US Information Technology (IT) market contributes a strong volatility rather than mean spillover effect to non-US IT markets, implying that the US IT market plays a dominant role
Venus Khim-Sen Liew +2 more
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The volatility spillover from the market to disaggregated industry stocks: the case for the US and UK [PDF]
This article empirically investigates the volatility spillover of stock returns from the market to disaggregated industry sectors. Seventeen sectors from the US and UK stock markets are estimated by the GARCH technique based on daily data from 1973 to ...
Moore, T
core
Asymmetric semi-volatility spillover effects in EMU stock markets
The aim of this paper is to quantify the strength and the direction of semi-volatility spillovers between five EMU stock markets over the 2000–2016 period. We use upside and downside semi-volatilities as proxies for downside risk and upside opportunities.
Caloia, Francesco Giuseppe +2 more
openaire +4 more sources

