Spillover Effect
Volatility Spillover Effect of International Crude Oil Futures and China-Russia Stock Market: A Multivariate BEKK-GARCH Model Based on Wavelet Multiresolution Analysis
... volatility spillover effect between international crude oil futures and China-Russia stock markets, and explores the relationship between crude oil and stock markets by comparing the impact of international ...
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Identifying Spillover Effect & Bubble in Bangladeshi Asset Markets: An Analysis of Stock Market and Real Estate
... or spillover index. Starting from the equity market spillover in US, they focused on how to measure financial asset return and volatility application to global equity market (2009) and then it was extended ...
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The Spillover Effect of Shocks of Fundamental Factors and Speculative Activity on Prices Volatility of World Vegetable Oil
... As the volatility of vegetable oil prices has increased, it has become a challenge to identify determinants of price volatility. The idea that the role of fundamental market factors such as supply and demand shocks of ...
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Evaluation in Dynamic Process Spillover Effect: Eleven Major Exchange Rate Markets
... time-varying spillover relationship among the top eleven major exchange ...the spillover effects ...significant spillover effect in terms of return and volatility from USD to ...volatility ...
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A Comparison of the Economic Volatility Spillover Effect of Hong Kong with China and USA
... volatility spillover effect of four economic indicators, namely real GDP growth rate, inflation rate, M2 supply and the three-month interbank offer ...economic effect of the USA on Hong Kong was also ...
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Exploring the Returns and Volatility Spillover Effect in Taiwan and Japan Stock Markets
... volatility spillover effect between the Taiwanese and Japanese stock ...cross-market effect investigation showed that past returns on NIKKEI were found to affect the current returns on TAIEX ...
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The spillover effect of midwife attrition from the Nigerian midwives service scheme
... ITTE and spillover effect by zone, because such analyses might be underpowered. We used a complete case ana- lyses approach for two reasons: less than 4% of respon- dents’ data was missing; and we found no ...
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The Spillover Effect of MNCs on local firms: Reviewing the Empirical Evidence
... the effect of MNCs presence on local ...what spillover,? how spillover? what affect spillover? what are ultimate spillover outcome? Are the main category many researchers attempted to ...
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Spillover Effect in the MENA Area: Case of Four Financial Markets
... the spillover effect among four financial markets from MENA area during a period that was characterized by political ...detect spillover effect in that ...
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We see ICT spillovers everywhere but in the econometric evidence: a reassessment
... no effect in the primary ...ICT spillover effect in US companies but only consider a possible channel of knowledge diffusion (IT workers' flows on local labour ...
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Does Financial Development Induce Economic Growth in UAE? The Role of Capitalization and Foreign Direct Investment
... Nevertheless, the literature on the FDI and growth through financial development has been source of skepticism since the debate is started. The base argument redundant in FDI and growth literature is its spillover ...
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Study on the Extreme Risk Spillover between China and World Stock Market after China’s Share Structure Reform
... of spillover (Hamao, Masulis, & Ng, 1990; Lin, Engle, & Ito, 1994; King, Sentana, & Wad- hwani, 1994; Engle & Lee, 1999; Chan, Karolyi, & Stulz, ...on spillover of extreme risks (Hong, ...
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Spillover from past recycling to green apparel shopping behavior: the role of environmental concern and anticipated guilt
... with spillover need to be considered. Nonetheless, while research on spillover so far has generally discussed differ- ent pro-environmental behaviors belonging to the same category ...the spillover ...
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Foreign direct investment in Vietnam: Is there any evidence of technological spillover effects
... of spillover effects through the backward linkage for Vietnamese domestic manufacturing ...fixed effect model and the first difference model show an evidence a positive and statistically significant ...
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Analysis of the Differences and Linkage between Chinese and American Stock Markets
... economic spillover effect, the gradual increase of transnational listing, and the globalization of stock companies, the paper explores the related ways of Chi- nese and American stock markets from four ...
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MAKING EAST ASIAN REGIONALISM WORKS
... a spillover effect to East Asia as a ...fixed effect model, the paper argues that the spillover effect will function as an impetus for creating region-wide ...
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Foreign Direct Investment (FDI) in Vietnam Economy
... the spillover effect of final demand elements including final consumption, investment (investment of state econom- ic sector, non-state economic sector and FDI sector) and exports to production value ...
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Rationale and risks of non-audit services
... knowledge spillover effect that when the auditor provides both audit service and NAS for the client, their experiences and understandings gathered from carrying NAS can be helpful to audit works, like ...
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U.S. Quantitative Easing Policies: Their Effect on the Global Bond Markets
... the spillover effect has gone through a gradual refinement process since the 1990s (Cho & Parhizgari, ...contagion effect was measured using a static measure of correlation between different ...
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Heterogeneous Human Capital and Environment Influence Mechanism of FDI: An Empirical Research Based on the Panel Data Derived from Provinces of China
... haven effect existed among China’s ...technical spillover effect of foreign enterprises improved the host country environmental protection technology, so as to improve the host country’s environment ...
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