Results 41 to 50 of about 241,709 (291)
Discrete Dynamics in Nature and Society, 2023 In the context of the gradual intensification of the Russia-Ukraine conflict and the continuous spread of the COVID-19 pandemic, this paper concentrates on the impact of global extreme events such as the COVID-19 pandemic and the Russia-Ukraine conflict ...
Yao Xiao +5 more
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Measuring and Quantifying Uncertainty in Volatility Spillovers: A Bayesian Approach
Data Science in Science, 2023 Volatility spillover measures are crucial for studying connectivity of financial time series. Understanding how financial time series are interconnected can help, for example, portfolio managers and policymakers in their decision process. Besides estimating the spillover effects themselves, it is important to estimate the corresponding uncertainty ...
Shapovalova, Y., Eichler, M.
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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
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Financial InnovationThis paper examines the dynamics of the asymmetric volatility spillovers across four major cryptocurrencies comprising nearly 61% of cryptocurrency market capitalization and covering both conventional (Bitcoin and Ethereum) and Islamic (Stellar and ...
Elie Bouri +3 more
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Volatility Spillovers Across the Tasman [PDF]
Australian Journal of Management, 1996 The study of volatility inter-dependence provides useful insights into how information is transmitted and disseminated across markets. Research results in this area have implications for international diversification and market efficiency. This paper explores volatility spillovers between the Australian and New Zealand stock markets.
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Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Rational actors constantly incorporate information into their decision‐making behavior. Since there is often a time lag between the announcement of a policy and its implementation, an important question arises: when do rational actors incorporate new information into their market behavior, at the announcement or at the implementation of a ...
Tim Ölkers, Oliver Mußhoff
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Angewandte Chemie, EarlyView.This review summarizes atomic‐level design strategies for single‐atom catalysts, emphasizing modulation of the local coordination environment, active‐site geometry, and metal‐support interactions to optimize catalytic activity and stability in electrocatalytic energy conversion applications.
Ashwani Kumar, Harun Tüysüz
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Spillovers in the foreign exchange market a study of volatility and returns in emerging market currencies [PDF]
, 2012 Includes bibliographical references.This paper provides a rigorous investigation of spillover effects in exchange rate returns and volatility. It considers the construction of a spillover index for advanced and emerging market currencies including the ...
Vavli, Hakon
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Volatility transmission in the Nigerian financial market
Journal of Finance and Data Science, 2019 This paper examines the return and volatility spillovers in the Nigerian Financial market. We specifically analyse the spillovers in the capital market, money market and foreign exchange market utilizing monthly data for the period January 2002 to June ...
Ismail O. Fasanya, Mary A. Akinde
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Another look at value and momentum: volatility spillovers [PDF]
Review of Quantitative Finance and Accounting, 2017 AbstractThis paper examines volatility interdependencies between value and momentum returns. Using U.S. data over the period 1926–2015, we document persistent periods of low and high volatility spillovers between value and momentum strategies. Moreover, we find that the intensity of the volatility spillovers may change substantially in very short ...
Klaus Grobys, Sami Vähämaa
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