Health Economics, EarlyView.ABSTRACT In France, the Couverture Maladie Universelle Complémentaire (CMU‐C) scheme is a means‐tested, state‐financed, complementary health insurance program that fully covers healthcare. Using administrative claims data and a staggered difference‐in‐differences approach, we estimate the impact of enrollment in the program on healthcare utilization ...
Benoît Carré +2 more
wiley +1 more source
RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan [PDF]
, 2018 Fengming Qin +2 more
openalex +1 more source
Dynamic volatility spillovers across shipping freight markets
Transportation Research Part E: Logistics and Transportation Review, 2016 This paper examines the existence of dynamic volatility spillovers within and between the dry-bulk and tanker freight markets by employing the multivariate DCC-GARCH model and the volatility spillover index developed by Diebold and Yilmaz (2012, 2009).
openaire +3 more sources
Sustainability Performance and Corporate Risk: Evidence From the Tourism Industry
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate the impact of sustainability performance (Refinitiv Environmental, Social, and Governance [ESG] scores) on corporate risk (CR). We apply stakeholder theory and the resource‐based view to an international sample of 247 tourism firms from 2002 to 2018.
Omneya Abdelsalam +4 more
wiley +1 more source
COVID-19 Shock and the Time-Varying Volatility Spillovers Among the Energy and Precious Metals Markets: Evidence From A DCC-GARCH-CONNECTEDNESS Approach. [PDF]
Front Public Health, 2022 Tan X +5 more
europepmc +1 more source
An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management [PDF]
, 2020 Imran Yousaf +2 more
openalex +1 more source
Effect of Prudential Policies on Sovereign Bond Markets: Evidence From the ASEAN‐4 Countries
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines the effects of prudential policies on the sovereign vulnerability of ASEAN‐4 countries. We measure sovereign vulnerability within the network connectedness of sovereign bonds between ASEAN‐4 countries (Indonesia, Malaysia, the Philippines and Thailand) and six other countries (the US, the UK, the European Union, China ...
Joshua Aizenman +4 more
wiley +1 more source
Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic. [PDF]
Financ Res Lett, 2022 Wang D, Li P, Huang L.
europepmc +1 more source
Climate Change Laws and European Stock Markets: An Event Analysis
International Journal of Finance &Economics, EarlyView.ABSTRACT Under the context of the climate change we assess the impact of EU's legislative initiative on European stock markets. Specifically, we focus on its impact on energy and Environmental Social Governance (ESG) sectors for equity returns and volatility for a representative basket of EU countries (participating also in Eurozone) as well as ...
Theodoros Bratis +2 more
wiley +1 more source
Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic. [PDF]
Resour Policy, 2021 Elgammal MM, Ahmed WMA, Alshami A.
europepmc +1 more source