Results 171 to 180 of about 241,709 (291)

Do returns and volatility spillovers exist across tech stocks, cryptocurrencies and NFTs? [PDF]

Heliyon
Bas T, Malki I, Sivaprasad S.
europepmc   +1 more source

The Lithium and Oil Markets – Dependencies and Volatility Spillovers

SSRN Electronic Journal, 2022
Barbara Będowska-Sójka, Joanna Górka
openaire   +1 more source

A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley   +1 more source

Dynamic Interdependence and Volatility Transmission in Turkish and European Equity Markets [PDF]

This paper investigates dynamic interdependence, price and volatility transmissions and financial integration between Turkey and major equity markets in EU and USA.
Huseyin Tastan
core  

Tail Risk Transmission in Agricultural and Energy Markets

Journal of Futures Markets, EarlyView.
ABSTRACT This paper examines downside hedging, tail diversification, and extreme tail risk transmission between crude oil and agricultural commodity futures over two decades. We develop complementary indicators of downside dependence, including sign‐switching frequency and persistence, to assess tail risk dynamics, hedging effectiveness, and associated
Emmanuel Senyo Fianu, Daniel Felix Ahelegbey, Roberto Casarin, Luigi Grossi   +3 more
wiley   +1 more source

Volatility Spillovers in Agricultural Commodity Markets: An Application Involving Implied Volatilities from Options Markets [PDF]

Replaced with revised version of paper 07/22/11 and 2/14/2012.Volatility Spillovers, Implied Volatility, Structural Change, Risk and Uncertainty,
Goodwin, Barry K., Zhao, Jieyuan
core  

Should multinationals care about development? Rethinking global strategy in an unequal world

Global Strategy Journal, EarlyView.
Abstract Research Summary While multinational corporations (MNCs) can profoundly shape global development trajectories, global strategy research has largely treated development as peripheral to core strategic concerns. This Perspective paper examines the contested relationship between global strategy and development, arguing that MNCs are neither ...
Marcus M. Larsen, Rajneesh Narula, Thomas DeBerge   +2 more
wiley   +1 more source

Beyond political risk: Toward a holistic understanding of multinational enterprise resilience in the era of cascading crises

Global Strategy Journal, EarlyView.
Abstract Research Summary This article develops a conceptual framework for understanding multinational enterprise (MNE) resilience in the era of cascading crises. We define resilience as the MNE's capacity to absorb disruption, maintain or restore functioning, and reconfigure operations as conditions shift.
Gerard George, Chang Hoon Oh
wiley   +1 more source

THE SOVEREIGN BOND MARKETS RETURN AND VOLATILITY SPILLOVERS

Ekonomska misao i praksa, 2019
The aim of this paper is to apply the spillover index methodology developed by Diebold and Yilmaz (2009, 2012) to investigate the role individual sovereign bond markets play in international sovereign bond market volatility spillovers. Daily data for 19 developed and developing countries from four continents is used in order to estimate fixed and time ...
openaire   +2 more sources