Results 31 to 40 of about 30,423 (304)

Volatility Spillover Effect in Indian Stock Market

Janapriya Journal of Interdisciplinary Studies, 2017
The study aims to empirically examine the transmission of volatility from global stock markets to Indian stock market. The study is based on time series data comprising of daily closing stock market indices from National Stock Exchange (NSE), India and major foreign stock exchange of the three countries one each from America, Europe and Asia making the
Rajesh Kumar Thagurathi, Ranjana Kothari, Surya Bahadur G. C   +2 more
openaire   +2 more sources

Volatility Spillover Effects Between Carbon Futures and Stock Markets: A DGC-t-MSV-BN Model

Mathematics
This paper applies the Multivariate Stochastic Volatility (MSV) model, alongside its extended DGC-t-MSV model, and integrates Bayesian methods with MCMC techniques to develop the DGC-t-MSV-BN model.
Jining Wang, Tian Man, Lei Wang
doaj   +1 more source

Investigating the volatility spillover effect between derivative markets and spot markets via the wavelets: The case of Borsa İstanbul

Borsa Istanbul Review, 2022
Using data from the Borsa İstanbul (BIST), this study analyzes whether derivatives market operations have a volatility spillover effect on stock indexes using multivariate GARCH models and wavelet methods.
Süleyman Gürbüz, Ahmet Şahbaz
doaj   +1 more source

Spillover dynamics effects between risk-neutral equity and Treasury volatilities

SERIEs, 2022
AbstractMacro-finance asset pricing models provide a rationale for connectedness dynamics between equity and Treasury risk-neutral volatilities. In this paper, we study the total and directional connectedness, in the sense of spillover effects, between risk-neutral volatilities from the equity and Treasury markets.
Ana González-Urteaga, Belén Nieto, Gonzalo Rubio   +2 more
openaire   +5 more sources

Study on Return and Volatility Spillover Effects among Stock, CDS, and Foreign Exchange Markets in Korea

East Asian Economic Review, 2015
The key objective of this study is to investigate the return and volatility spillover effects among stock market, credit default swap (CDS) market and foreign exchange market for three countries: Korea, the US and Japan.
Taly I
doaj   +1 more source

Inter-markets volatility spillover in U.S. bitcoin and financial markets

Journal of Business Economics and Management, 2019
This paper investigates the volatility spillover dynamics between U.S. Bitcoin and financial markets from July 19, 2010 to December 29, 2017. Diebold and Yilmaz (2012) volatility spillover index, Barunik, Kocenda, and Vacha (2017) Spillover Asymmetry ...
Muhammad Owais Qarni, Saqib Gulzar, Syeda Tamkeen Fatima, Majid Jamal Khan, Khurram Shafi   +4 more
doaj   +1 more source

Asymmetric spillover between economic policy uncertainty and exchange rate volatility: A global network connectedness perspective

PLoS ONE, 2023
This study employs the network connectedness approach to examine the risk spillover between the economic policy uncertainty (EPU) and exchange rate volatility (ERV) of 21 countries.
Panpan Wang, Yishi Li, Xiaoxing Liu
doaj   +2 more sources

Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis [PDF]

Finance Research Letters, 2018
Through the application of three pair-wise bivariate BEKK models, this paper examines the conditional volatility dynamics along with interlinkages and conditional correlations between three pairs of cryptocurrencies, namely Bitcoin-Ether, Bitcoin-Litecoin, and Ether-Litecoin.
Paraskevi Katsiampa, Shaen Corbet, Brian Lucey   +2 more
openaire   +2 more sources

Dual‐Site Ru Single‐Atoms and RuP Nanoclusters on N, P, and B Co‐Doped Porous Carbon for Efficient Alkaline HER and AEM Water Electrolysis

Advanced Functional Materials, EarlyView.
Ru single atoms and RuP nanoclusters are co‐anchored in N, P, and B co‐doped porous carbon nanospheres via in situ carbonization/phosphidation of a boronate polymer precursor. RuP activates water, while nearby Ru single atoms accelerate H2 formation through H* transfer. The catalyst delivers low overpotential and high durability in alkaline HER and AEM
Xiaohong Wang, Juguo Dai, Dongxu Li, Jianghua Wu, Hucheng Fu, Yiting Xu, Xueqiang Qi, Qian Xue, Yanbin Shen, Xiaoqing Pan, Conghui Yuan, Shuifen Xie, Andreu Cabot, Lizong Dai   +13 more
wiley   +1 more source

TGM2 Aggravates Acute Pancreatitis by Impairing Macrophage Efferocytosis Through Inhibition of the STAT6–GAS6 Axis

Advanced Science, EarlyView.
This study shows TGM2 is upregulated in AP, impairing macrophage efferocytosis by inhibiting the STAT6–GAS6 axis. The lactoferrin‐modified, ROS‐responsive LF‐LNP@si‐TGM2 targets pancreatic macrophages, silences TGM2, restores the axis, and alleviates AP.
Xuxu Liu, Zhiwei Du, Liyi Wang, Zhihong Xie, Ziang Meng, Yi Zheng, Heming Wang, Yuanhang He, Dongbo Xue   +8 more
wiley   +1 more source