Results 241 to 250 of about 35,694 (306)

Dynamic complexity of Stackelberg-Bertrand game with one-way R&D spillovers, effective information and government subsidies. [PDF]

PLoS One
Long J, Zheng S.
europepmc   +1 more source

Corporate social (ir)responsibility and firm risk: The role of corporate governance

Journal of Financial Research, EarlyView.
Abstract We study how corporate governance moderates the relationship between corporate social responsibility (CSR), corporate social irresponsibility (CSI), and firm risk. We find that CSR reduces risk for firms with strong governance. In contrast, CSI increases firm risk more significantly for firms with stronger governance, suggesting that backlash ...
Craig Dunbar, Zhichuan Frank Li, Yaqi Shi   +2 more
wiley   +1 more source

Measuring the Risk Spillover Effect of RCEP Stock Markets: Evidence from the TVP-VAR Model and Transfer Entropy. [PDF]

Entropy (Basel)
Zou Y, Chen Q, Han J, Xiao M.
europepmc   +1 more source

Proximity to War: The Stock Market Response to the Russian Invasion of Ukraine

Journal of Money, Credit and Banking, EarlyView.
Abstract We identify a “proximity penalty” in the stock market response to the Russian invasion of Ukraine: the closer countries are to Ukraine, the lower their equity returns in a four‐week window around the start of the war. This result holds even at the firm level within Ukraine's neighbors. Trade linkages explain two‐thirds of the proximity penalty.
JONATHAN FEDERLE, ANDRÉ MEIER, GERNOT J. MÜLLER, VICTOR SEHN   +3 more
wiley   +1 more source

Time-varing effect of policy uncertainty on A-share industry returns- A novel Bayesian approach. [PDF]

PLoS One
Zhu T, Liu J, Zeng D, Miao X.
europepmc   +1 more source

Volatility Spillover in Chinese Steel Markets

IOP Conference Series: Materials Science and Engineering, 2018
openaire   +1 more source

Macroprudential Policy in the Euro Area

Journal of Money, Credit and Banking, EarlyView.
Abstract This paper examines the development and impact of macroprudential policies in the euro area. We construct a novel index that captures the stance of macroprudential policy, and we highlight its main stylized facts since the inception of the euro in 1999. We combine a narrative approach and a structural VAR method to show that both unanticipated
ÁLVARO FERNÁNDEZ‐GALLARDO, IVÁN PAYÁ   +1 more
wiley   +1 more source

Study on the spillover effects of tail risks in the supply chain of China's pharmaceutical industry. [PDF]

Front Public Health
Wang C, Xu M, Xu M.
europepmc   +1 more source

Econometrics at the Extreme: From Quantile Regression to QFAVAR1

Journal of Economic Surveys, EarlyView.
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte, Konstantinos N. Konstantakis, Dimitris Konstantios, Panayotis G. Michaelides, Arsenios‐Georgios N. Prelorentzos   +4 more
wiley   +1 more source

A comparative study of dynamic risk spillovers among financial sectors in China before and after the epidemic. [PDF]

PLoS One
Liu C, Ma H, Wang X, Cui J, Shen X.
europepmc   +1 more source