Статті в журналах з теми "Directional Spillovers"
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Su, Xianfang, and Yong Li. "Dynamic sentiment spillovers among crude oil, gold, and Bitcoin markets: Evidence from time and frequency domain analyses." PLOS ONE 15, no. 12 (December 3, 2020): e0242515. http://dx.doi.org/10.1371/journal.pone.0242515.
Повний текст джерелаMohammed, Walid Abass. "Volatility Spillovers among Developed and Developing Countries: The Global Foreign Exchange Markets." Journal of Risk and Financial Management 14, no. 6 (June 16, 2021): 270. http://dx.doi.org/10.3390/jrfm14060270.
Повний текст джерелаFowowe, Babajide. "Return and volatility spillovers between oil and stock markets in South Africa and Nigeria." African Journal of Economic and Management Studies 8, no. 4 (December 4, 2017): 484–97. http://dx.doi.org/10.1108/ajems-03-2017-0047.
Повний текст джерелаDemiralay, Sercan, Nikolaos Hourvouliades, and Athanasios Fassas. "Dynamic co-movements and directional spillovers among energy futures." Studies in Economics and Finance 37, no. 4 (June 26, 2020): 673–96. http://dx.doi.org/10.1108/sef-09-2019-0374.
Повний текст джерелаAslam, Faheem, Paulo Ferreira, Khurrum Shahzad Mughal, and Beenish Bashir. "Intraday Volatility Spillovers among European Financial Markets during COVID-19." International Journal of Financial Studies 9, no. 1 (January 5, 2021): 5. http://dx.doi.org/10.3390/ijfs9010005.
Повний текст джерелаLiu, Tiantian, Xie He, Tadahiro Nakajima, and Shigeyuki Hamori. "Influence of Fluctuations in Fossil Fuel Commodities on Electricity Markets: Evidence from Spot and Futures Markets in Europe." Energies 13, no. 8 (April 13, 2020): 1900. http://dx.doi.org/10.3390/en13081900.
Повний текст джерелаSmales, Lee A. "Volatility Spillovers among Cryptocurrencies." Journal of Risk and Financial Management 14, no. 10 (October 15, 2021): 493. http://dx.doi.org/10.3390/jrfm14100493.
Повний текст джерелаJiang, Zhuhua, Jose Arreola Hernandez, Ron P. McIver, and Seong-Min Yoon. "Nonlinear Dependence and Spillovers between Currency Markets and Global Economic Variables." Systems 10, no. 3 (June 9, 2022): 80. http://dx.doi.org/10.3390/systems10030080.
Повний текст джерелаLee, Hsiu-Chuan, Chih-Hsiang Hsu, and Cheng-Yi Chien. "Spillovers of international interest rate swap markets and stock market volatility." Managerial Finance 42, no. 10 (October 10, 2016): 943–62. http://dx.doi.org/10.1108/mf-08-2015-0221.
Повний текст джерелаLiow, Kim Hiang, and Felix Schindler. "Linkages between office markets in Europe: a volatility spillover perspective." Journal of Property Investment & Finance 35, no. 1 (February 6, 2017): 3–25. http://dx.doi.org/10.1108/jpif-02-2016-0010.
Повний текст джерелаKumar, Manish. "Returns and volatility spillover between stock prices and exchange rates." International Journal of Emerging Markets 8, no. 2 (April 5, 2013): 108–28. http://dx.doi.org/10.1108/17468801311306984.
Повний текст джерелаTiwari, Aviral Kumar, Emmanuel Joel Aikins Abakah, Richard Adjei Dwumfour, and Salma Mefteh-Wali. "Connectedness and directional spillovers in energy sectors: international evidence." Applied Economics 54, no. 22 (December 20, 2021): 2554–69. http://dx.doi.org/10.1080/00036846.2021.1998326.
Повний текст джерелаSehgal, Sanjay, Wasim Ahmad, and Florent Deisting. "An investigation of price discovery and volatility spillovers in India’s foreign exchange market." Journal of Economic Studies 42, no. 2 (May 11, 2015): 261–84. http://dx.doi.org/10.1108/jes-11-2012-0157.
Повний текст джерелаKyriazis, Nikolaos A. "A Survey on Empirical Findings about Spillovers in Cryptocurrency Markets." Journal of Risk and Financial Management 12, no. 4 (November 12, 2019): 170. http://dx.doi.org/10.3390/jrfm12040170.
Повний текст джерелаPham, Linh, and Oguzhan Cepni. "Extreme directional spillovers between investor attention and green bond markets." International Review of Economics & Finance 80 (July 2022): 186–210. http://dx.doi.org/10.1016/j.iref.2022.02.069.
Повний текст джерелаHung, Ngo Thai. "Asymmetric connectedness among S&P 500, crude oil, gold and Bitcoin." Managerial Finance 48, no. 4 (February 1, 2022): 587–610. http://dx.doi.org/10.1108/mf-08-2021-0355.
Повний текст джерелаChen, Chien-Fu, and Shu-hen Chiang. "Time-varying spillovers among first-tier housing markets in China." Urban Studies 57, no. 4 (May 22, 2019): 844–64. http://dx.doi.org/10.1177/0042098019841580.
Повний текст джерелаGamba-Santamaria, Santiago, Jose Eduardo Gomez-Gonzalez, Jorge Luis Hurtado-Guarin, and Luis Fernando Melo-Velandia. "Volatility spillovers among global stock markets: measuring total and directional effects." Empirical Economics 56, no. 5 (December 22, 2017): 1581–99. http://dx.doi.org/10.1007/s00181-017-1406-3.
Повний текст джерелаHung, Ngo Thai. "Does volatility transmission between stock market returns of Central and Eastern European countries vary from normal to turbulent periods?" Acta Oeconomica 70, no. 3 (October 6, 2020): 449–68. http://dx.doi.org/10.1556/032.2020.00022.
Повний текст джерелаBekiros, Stelios, Syed Jawad Hussain Shahzad, Jose Arreola-Hernandez, and Mobeen Ur Rehman. "Directional predictability and time-varying spillovers between stock markets and economic cycles." Economic Modelling 69 (January 2018): 301–12. http://dx.doi.org/10.1016/j.econmod.2017.10.003.
Повний текст джерелаDiebold, Francis X., and Kamil Yilmaz. "Better to give than to receive: Predictive directional measurement of volatility spillovers." International Journal of Forecasting 28, no. 1 (January 2012): 57–66. http://dx.doi.org/10.1016/j.ijforecast.2011.02.006.
Повний текст джерелаAhmad, Wasim, Shirin Rais, and Abdul Rahman Shaik. "Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time?" Quarterly Review of Economics and Finance 67 (February 2018): 14–27. http://dx.doi.org/10.1016/j.qref.2017.04.012.
Повний текст джерелаAftab, Hira, and A. B. M. Rabiul Alam Beg. "Does Time Varying Risk Premia Exist in the International Bond Market? An Empirical Evidence from Australian and French Bond Market." International Journal of Financial Studies 9, no. 1 (January 4, 2021): 3. http://dx.doi.org/10.3390/ijfs9010003.
Повний текст джерелаGurdgiev, Constantin, and Conor O’Riordan. "A Wavelet Perspective of Crisis Contagion between Advanced Economies and the BRIC Markets." Journal of Risk and Financial Management 14, no. 10 (October 19, 2021): 503. http://dx.doi.org/10.3390/jrfm14100503.
Повний текст джерелаHwang, Seok-Hyun (Stephen). "Explaining Bi-Directional Spillovers from the Same Event: Theory and Evidence from CEO Deaths." Academy of Management Proceedings 2018, no. 1 (August 2018): 11036. http://dx.doi.org/10.5465/ambpp.2018.11036abstract.
Повний текст джерелаOviedo-Gómez, Andrés, Sandra Milena Londoño-Hernández, and Diego Fernando Manotas-Duque. "Directional Spillover of Fossil Fuels Prices on a Hydrothermal Power Generation Market." International Journal of Energy Economics and Policy 13, no. 1 (January 22, 2023): 85–90. http://dx.doi.org/10.32479/ijeep.13641.
Повний текст джерелаPinho, Carlos, and Isabel Maldonado. "Commodity and Equity Markets: Volatility and Return Spillovers." Commodities 1, no. 1 (July 19, 2022): 18–33. http://dx.doi.org/10.3390/commodities1010003.
Повний текст джерелаHu, Zhiqiang, and Kaibing Pei. "Bi-directional R&D spillovers and operating performance: A two-tier stochastic frontier model." Economics Letters 195 (October 2020): 109485. http://dx.doi.org/10.1016/j.econlet.2020.109485.
Повний текст джерелаAtoi, Ngozi V., and Chinedu G. Nwambeke. "Money and Foreign Exchange Markets Dynamics in Nigeria: A Multivariate GARCH Approach." Central Bank of Nigeria Journal of Applied Statistics 12, No. 1 (August 16, 2021): 109–38. http://dx.doi.org/10.33429/cjas.12121.5/6.
Повний текст джерелаTrabelsi, Nader, Aviral Kumar Tiwari, and Shawkat Hammoudeh. "Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging." North American Journal of Economics and Finance 62 (November 2022): 101715. http://dx.doi.org/10.1016/j.najef.2022.101715.
Повний текст джерелаLin, Ching-Chung, Shen-Yuan Chen, Dar-Yeh Hwang, and Chien-Fu Lin. "Does Index Futures Dominate Index Spot? Evidence from Taiwan Market." Review of Pacific Basin Financial Markets and Policies 05, no. 02 (June 2002): 255–75. http://dx.doi.org/10.1142/s021909150200078x.
Повний текст джерелаLento, Camillo, and Nikola Gradojevic. "S&P 500 Index Price Spillovers around the COVID-19 Market Meltdown." Journal of Risk and Financial Management 14, no. 7 (July 16, 2021): 330. http://dx.doi.org/10.3390/jrfm14070330.
Повний текст джерелаZeng, Sheng, Xinchun Liu, Xiafei Li, Qi Wei, and Yue Shang. "Information dominance among hedging assets: Evidence from return and volatility directional spillovers in time and frequency domains." Physica A: Statistical Mechanics and its Applications 536 (December 2019): 122565. http://dx.doi.org/10.1016/j.physa.2019.122565.
Повний текст джерелаAwartani, Basel, Aktham I. Maghyereh, and Mohammad Al Shiab. "Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries." Journal of International Financial Markets, Institutions and Money 27 (December 2013): 224–42. http://dx.doi.org/10.1016/j.intfin.2013.08.002.
Повний текст джерелаJiang, Huayun, Jen-Je Su, Neda Todorova, and Eduardo Roca. "Spillovers and Directional Predictability with a Cross-Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures." Journal of Futures Markets 36, no. 12 (March 14, 2016): 1231–55. http://dx.doi.org/10.1002/fut.21779.
Повний текст джерелаBhowmik, Roni, Gouranga Chandra Debnath, Nitai Chandra Debnath, and Shouyang Wang. "Emerging stock market reactions to shocks during various crisis periods." PLOS ONE 17, no. 9 (September 13, 2022): e0272450. http://dx.doi.org/10.1371/journal.pone.0272450.
Повний текст джерелаŠkrinjarić. "Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets." International Journal of Financial Studies 7, no. 4 (October 11, 2019): 59. http://dx.doi.org/10.3390/ijfs7040059.
Повний текст джерелаZeng, Hongjun, and Ran Lu. "High-frequency volatility connectedness and time-frequency correlation among Chinese stock and major commodity markets around COVID-19." Investment Management and Financial Innovations 19, no. 2 (June 23, 2022): 260–73. http://dx.doi.org/10.21511/imfi.19(2).2022.23.
Повний текст джерелаZhu, Songping, and Azhong Ye. "Does the Impact of China’s Outward Foreign Direct Investment on Reverse Green Technology Process Differ across Countries?" Sustainability 10, no. 11 (October 23, 2018): 3841. http://dx.doi.org/10.3390/su10113841.
Повний текст джерелаYue, Li, Juying Miao, Fayyaz Ahmad, Muhammad Umar Draz, Haifeng Guan, Abbas Ali Chandio, and Nabila Abid. "Investigating the role of international industrial transfer and technology spillovers on industrial land production efficiency: Fresh evidence based on Directional Distance Functions for Chinese provinces." Journal of Cleaner Production 340 (March 2022): 130814. http://dx.doi.org/10.1016/j.jclepro.2022.130814.
Повний текст джерелаHkiri, Besma, Shawkat Hammoudeh, Chaker Aloui, and Larisa Yarovaya. "Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods." Pacific-Basin Finance Journal 43 (June 2017): 124–50. http://dx.doi.org/10.1016/j.pacfin.2017.03.001.
Повний текст джерелаBouwens, Jan, Christian Hofmann, and Laurence van Lent. "Performance Measures and Intra-Firm Spillovers: Theory and Evidence." Journal of Management Accounting Research 30, no. 3 (September 1, 2017): 117–44. http://dx.doi.org/10.2308/jmar-51903.
Повний текст джерелаHerrera, Diego, Alexander Pfaff, and Juan Robalino. "Impacts of protected areas vary with the level of government: Comparing avoided deforestation across agencies in the Brazilian Amazon." Proceedings of the National Academy of Sciences 116, no. 30 (July 8, 2019): 14916–25. http://dx.doi.org/10.1073/pnas.1802877116.
Повний текст джерелаGreenstein, Shane. "The Direction of Broadband Spillovers." IEEE Micro 31, no. 2 (March 2011): 104. http://dx.doi.org/10.1109/mm.2011.33.
Повний текст джерелаSebri, Mouna, and Georges Zaccour. "Estimating umbrella-branding spillovers: a retailer perspective." European Journal of Marketing 51, no. 9/10 (September 12, 2017): 1695–712. http://dx.doi.org/10.1108/ejm-02-2016-0074.
Повний текст джерелаSingh, Amanjot, and Parneet Kaur. "Stock Market Linkages: Evidence From The US, China And India During The Subprime Crisis." Timisoara Journal of Economics and Business 8, no. 1 (June 1, 2015): 137–62. http://dx.doi.org/10.1515/tjeb-2015-0012.
Повний текст джерелаKang, Sang Hoon, Gazi Salah Uddin, Victor Troster, and Seong-Min Yoon. "Directional spillover effects between ASEAN and world stock markets." Journal of Multinational Financial Management 52-53 (December 2019): 100592. http://dx.doi.org/10.1016/j.mulfin.2019.100592.
Повний текст джерелаJanković, Irena. "THE EFFECTS OF VOLATILITY SPILLOVER ON THE LARGEST GLOBAL FINANCIAL MARKET SEGMENTS." Facta Universitatis, Series: Economics and Organization, no. 2 (January 23, 2019): 319. http://dx.doi.org/10.22190/fueo1804319j.
Повний текст джерелаArreola Hernandez, Jose Arreola, Sang Hoon Kang, Zhuhua Jiang, and Seong-Min Yoon. "Spillover Network among Economic Sentiment and Economic Policy Uncertainty in Europe." Systems 10, no. 4 (June 30, 2022): 93. http://dx.doi.org/10.3390/systems10040093.
Повний текст джерелаPhilen, Michael K., and K. W. Wang. "Active Stiffeners for Vibration Control of a Circular Plate Structure: Analytical and Experimental Investigations." Journal of Vibration and Acoustics 127, no. 5 (January 19, 2005): 441–50. http://dx.doi.org/10.1115/1.2013303.
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