Results 31 to 40 of about 9,540,414 (299)
Regime specific spillover across cryptocurrencies and the role of COVID-19
Financial Innovation, 2021 The aim of this study is to examine the daily return spillover among 18 cryptocurrencies under low and high volatility regimes, while considering three pricing factors and the effect of the COVID-19 outbreak. To do so, we apply a Markov regime-switching (
Syed Jawad Hussain Shahzad +3 more
doaj +1 more source
Media Statistika, 2020 Beef consumption in Indonesia tends to increase and its price fluctuates. In addition to internal factors, the volatility of beef inflation can also be influenced by other regions (spillover effect).
Ribut Nurul Tri Wahyuni +1 more
doaj +1 more source
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
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 +4 more
doaj +1 more source
Advanced Science, EarlyView.Understanding and regulating C–N coupling is central to electrocatalytic urea synthesis from CO2 and NO3−/NO2−. This review outlines representative coupling pathways, summarizes carbon‐ and nitrogen‐side intermediate regulation strategies, and highlights in situ/operando tools for mechanistic clarification and catalyst design. ABSTRACT Electrocatalytic
Xingbao Chen +5 more
wiley +1 more source
Emerging Materials and Future Strategies for Solid Oxide Electrochemical Cells
Advanced Energy Materials, EarlyView.Solid oxide electrochemical cells operate under strongly coupled electrochemical and thermodynamic conditions, where performance is constrained by interactions among crystal structure, defect chemistry, and interfacial evolution. This review, based on a structure‐defect‐property‐durability framework, reveals the roles of lattice symmetry and defect ...
Qiuchun Lu +4 more
wiley +1 more source
ESG SPILLOVER AND VOLATILITY [PDF]
, 2023 This study investigates the spillover effects of ESG scores from companies operating in the same industry and their impact on stock return volatility. For this purpose, I considered a sample of European listed companies from 2019 to 2022.
SANDU, Diana-Mihaela
core +1 more source
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 european stock markets [PDF]
, 2008 Durante as últimas décadas, temos visto como diferentes crises financeiras, que tiveram a sua origem em determinadas regiões ou países, se estenderam depois geograficamente, daí que, entender a volatilidade nos diversos mercados de acções se tenha tornado bastante importante para aqueles que têm que tomar as correctas decisões sobre a alocação de ...
openaire +4 more sources