Relevant bibliographies by topics / Market Risk Transmission

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Market Risk Transmission'

Author: Grafiati
Published: 2 June 2025
Last updated: 31 July 2025

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Journal articles on the topic "Market Risk Transmission"

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Hu, Xuesong, and Bishr Muhamed Muwafak. "Mathematical modelling of enterprise financial risk assessment based on risk conduction model." Applied Mathematics and Nonlinear Sciences 7, no. 1 (2021): 591–600. http://dx.doi.org/10.2478/amns.2021.1.00082.

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Abstract Risk transmission has three elements: risk source, risk flow and risk carrier. The paper quotes the asymmetric model and the joint asymmetric model to analyse the conduction effects of financial risks. At the same time, the article uses the elasticity coefficient to quantitatively calculate the risk transmission effect of the two supply chain financial financing modes. The research results prove that the risk transmission ability of each financial market has individual differences, and the foreign exchange market does not have significant risk transmission ability to other markets dur
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Zhu, Sha. "The Spillover and Transmission of Chinese Financial Markets Risk." International Business Research 11, no. 8 (2018): 66. http://dx.doi.org/10.5539/ibr.v11n8p66.

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After the 2008 financial crisis, the whole world financial markets became more fluctuates, the same to China also. It is necessary to pay great attention to high volatility problem in Chinese market, and also the uncertainty problem, risk accumulation and spillover effect come along with it. This paper calculates stock market return and builds financial stress index to explore the risk spillover effect. Empirical results show that the Chinese financial market have higher volatility than other countries. The Chinese stock market had higher dynamic market co-movement with international financial
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Dias, Rui Manuel, Nuno Teixeira, Pedro Pardal, and Teresa Godinho. "Volatility Transmission Between ASEAN-5 Stock Exchanges." International Journal of Corporate Finance and Accounting 10, no. 1 (2023): 1–17. http://dx.doi.org/10.4018/ijcfa.319711.

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This article aims to analyse risk transmission among the financial markets of China and ASEAN-5 in the context of the 2015 Chinese stock market crash. For this purpose, the authors test if (1) the volatility resulting from the 2015 stock market crash has positively influenced risk transmission among ASEAN-5 and China markets and (2) increased risk perception has led to a negative reaction from investors, both in ASEAN-5 as in China markets. The results imply an enhancement of the asymmetric effect, suggesting that during the crash, market volatility responded more significantly to bad news tha
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Han, Sijie. "Behavioral Finance Analysis of the Spillover Effect of Major Health Emergencies on Shipping and China's Investment Market." Advances in Economics, Management and Political Sciences 49, no. 1 (2023): 144–49. http://dx.doi.org/10.54254/2754-1169/49/20230506.

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Cross-market risk conduction is an important risk source in the global investment market. In recent years, the global market risk linkage cause-d by major public health emergencies has attracted much attention. This paper selects the COVID-19 epidemic as an example, and uses the shipping market as a representative indicator of the global economy to try to analyze the complete path of the epidemic impact from the global economy to the Chinese stock market. From the perspective of behavioral finance, it analyzes the role of investor sentiment in this risk linkage. The empirical results show that
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Shen, Yifan. "International risk transmission of stock market movements." Economic Modelling 69 (January 2018): 220–36. http://dx.doi.org/10.1016/j.econmod.2017.09.022.

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Guo, Lei. "Research on the Spillover Effects of Systemic Risk in China's Financial Market on The Securities Industry." Frontiers in Business, Economics and Management 9, no. 2 (2023): 112–18. http://dx.doi.org/10.54097/fbem.v9i2.9137.

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In recent years, with the increasing openness of China's financial market, continuous deepening of financial reforms, and growing financial innovation, the Chinese securities market has become increasingly complex, leading to a gradual increase in the probability of systemic risk. This study focuses on the daily closing prices of stocks from eight large-scale listed bond companies, including CITIC Securities and GF Securities, and incorporates the stock, currency, bond, foreign exchange, and real estate markets into the CoVaR model to analyze the spillover effects and transmission channels of
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Wang, Xing, Jiahui Zhang, Xiaolong Chen, Hongfeng Zhang, Cora Un In Wong, and Thomas Chan. "Heterogeneous Spillover Networks and Spatial–Temporal Dynamics of Systemic Risk Transmission: Evidence from G20 Financial Risk Stress Index." Mathematics 13, no. 8 (2025): 1353. https://doi.org/10.3390/math13081353.

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With the continuous integration of globalization and financial markets, the linkage of global financial risks has increased significantly. This study examines the risk spillover effects and transmission dynamics among the financial markets in G20 countries, which together represent over 80% of global GDP. With increasing globalization and the interconnectedness of financial markets, understanding risk transmission mechanisms has become critical for effective risk management. Previous research has primarily focused on price volatility to measure financial risks, often overlooking other critical
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Emenike, Kalu O. "Volatility transmission between money and stock markets: Evidence from a developing financial market." Journal of Economic and Financial Sciences 9, no. 1 (2017): 244–55. http://dx.doi.org/10.4102/jef.v9i1.40.

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The direction and intensity of volatility transmission between the money and stock markets are important for portfolio selection and diversification, optimal hedging strategy, financial market regulation, and risk management. The purpose of this paper therefore is to examine the nature of volatility transmission between money and stock markets in a developing economy using Nigeria data. The results of the bivariate BEKK-GARCH (1,1) model show strong evidence of ARCH and GARCH effects for both the money and stock markets returns. The results also suggest unidirectional shock transmission from t
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Khan, Muhammad Niaz, and Rahim Ullah Khan. "Exploring Volatility Spillover Dynamics between Emerging South Asian Stock Markets and the U.S. Market: Empirical Insights from the M-GARCH-BEKK Framework." Journal of Applied Economics and Business Studies 7, no. 4 (2023): 19–44. http://dx.doi.org/10.34260/jaebs.742.

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Abstract: This study investigates the volatility spillover between emerging South Asian equity markets and developed U.S. market. Specifically, the study examines the entire sample period and three sub-periods: pre-crisis, crisis, and post-Global Financial Crisis (GFC) periods in the emerging markets of Pakistan, India, and Sri Lanka, as well as the U.S. as developed stock market. The study analyses both unidirectional and bidirectional shock and volatility spillover among the markets to determine the direction of risk transmissions. The analysis utilizes a multivariate GARCH-BEKK model. The r
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Kim, Hong Bae, and Sang Hoon Kang. "Price Discovery and Transmission Mechanism between CDS and FX markets." Journal of Derivatives and Quantitative Studies 19, no. 1 (2011): 37–58. http://dx.doi.org/10.1108/jdqs-01-2011-b0002.

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This study investigated the relationship between the CDS (credit default swap) market with the FX spot (FX swap) market, including the period of recent global financial crisis. A measure for market efficiency is the condition that the derivative markets dominate the asset market in price discovery. In our case, however, FX market should be leading the CDS market. We found FX (spot and Derivatives) market has co-integration relationship with CDS market. Looking at Gonzalo Granger (GG) and Hasbrouck's price discovery measure, we found the FX spot and derivatives market dominated CDS market in pr
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Dissertations / Theses on the topic "Market Risk Transmission"

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Kristiansen, Tarjei. "Risk Management in Electricity Markets Emphasizing Transmission Congestion." Doctoral thesis, Norwegian University of Science and Technology, Department of Electrical Power Engineering, 2004. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-1827.

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<p>This thesis analyzes transmission pricing, transmission congestion risks and their associated hedging instruments as well as mechanisms for stimulating investments in transmission expansion. An example of risk management in the case of a hydropower producer is included.</p><p>After liberalization and restructuring of electricity markets, risk management has become important. In particular the thesis analyzes risks due to transmission congestion both in the short- and long-term (investments) for market players such as generators, loads, traders, independent system operators and merchant inve
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Jebabli, Ikram. "Essays on the transmission of shocks between financial, energy and food markets : transmission channels, measurement, effets and management." Thesis, Université Clermont Auvergne‎ (2017-2020), 2017. http://theses.bu.uca.fr/nondiff/2017CLFAD007_JEBABLI.pdf.

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Cette thèse par essais a pour objectif de contribuer à une meilleure compréhension de la transmission au marché alimentaire des chocs provenant des marchés financier et énergétique. Le premier essai étudie l’efficience du marché alimentaire. Le deuxième essai examine les transmissions de rendements et de volatilités entre les trois marchés. Quant au troisième essai, il s’intéresse à l’analyse de la dépendance extrême entre ces marchés. Nos principaux résultats permettent de souligner l’impact de la crise financière de 2007-2008 et la financiarisation des marchés de commodités dans l’intensific
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Scheffknecht, Lukas [Verfasser], and Peter [Akademischer Betreuer] Spahn. "Monetary policy and systemic risk on financial markets : concepts, transmission channels and policy implications / Lukas Scheffknecht. Betreuer: Peter Spahn." Hohenheim : Kommunikations-, Informations- und Medienzentrum der Universität Hohenheim, 2016. http://d-nb.info/1082625280/34.

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Scheffknecht, Lukas Verfasser], and Peter [Akademischer Betreuer] [Spahn. "Monetary policy and systemic risk on financial markets : concepts, transmission channels and policy implications / Lukas Scheffknecht. Betreuer: Peter Spahn." Hohenheim : Kommunikations-, Informations- und Medienzentrum der Universität Hohenheim, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:100-opus-11750.

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Langen, Tobias [Verfasser], and Joachim [Akademischer Betreuer] Grammig. "How Income Risks Affect Financial Markets - An Empirical Analysis of Three Transmission Channels / Tobias Langen ; Betreuer: Joachim Grammig." Tübingen : Universitätsbibliothek Tübingen, 2016. http://d-nb.info/1164017403/34.

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CHANG, CHWEN-MEI, and 張純美. "Return and Risk Transmission Effect from Japan Stock Market and Japanese Yen Exchange Rate to Taiwan Stock Market." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/98301052968539920485.

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碩士<br>嶺東科技大學<br>財務金融系碩士班<br>104<br>The study adopted GARCH model to investigate the return and risk transmission effect of Japan Stock Market and Japanese Yen Exchange Rate to Taiwan Stock Market, in the period of 2010 to 2016. The amount of data is 1422 from the Taiwan Economic Journal Database. The empirical results indicate the return of Japanese Yen Exchange Rate influence the stock markets of Taiwan significantly. The estimate results of variance equation indicate that the variance is changeable by time series.
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Hung, Fu-Tsung, and 洪府聰. "The Transmission Mechanism of Return and Risk from RMB exchange rate and China Stock Market to Taiwan Stock Market." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/35928113760089241101.

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碩士<br>嶺東科技大學<br>財務金融系碩士班<br>104<br>The study adopted GARCH model to investigate the return and risk transmission effect of RMB Exchange Rate and China Stock Market to Taiwan Stock Market, in the period of in the beginning of 2010 to February of 2016. The empirical results indicate the return of RMB Exchange Rate and the return of China Stock Market have negative influence to the the return of Taiwan stock markets. The influence of China Stock Market to Taiwan Stock Market is more Statistical significance than the influence of RMB Exchange Rate.
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Line, Shiao-Hui, and 林曉惠. "Return and Risk Transmission Effect from EURO Dollar and Pound Exchange Rate to Taiwan Stock Market." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/33509312258796905627.

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碩士<br>嶺東科技大學<br>財務金融系碩士班<br>104<br>The study adopted GARCH model to investigate the return and risk transmission effect of EURO Dollar and Pound Exchange Rate to Taiwan Stock Market, in the period of 2010 to 2016. The empirical results indicate the return of EURO Dollar and Pound Exchange Rate influence the stock markets of Taiwan significantly. The influence of EURO Dollar Exchange Rate on the stock markets of Taiwan is more than Pound Exchange Rate negatively.
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Chang, Meng-Chu, and 張孟珠. "Return and Risk Transmission Effect from US and EURO Dollar Exchange Rate to Taiwan Stock Market." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/63373246085378594664.

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碩士<br>嶺東科技大學<br>財務金融系碩士班<br>104<br>The study adopted GARCH model to investigate the return and risk transmission effect of US and EURO Dollar Exchange Rate to Taiwan Stock Market, in the period of 2010 to 2016. The empirical results indicate the return of US Dollar Exchange Rate influence the stock markets of Taiwan significantly. The wave of the stock markets of Taiwan is influenced by the both of unpredicted new and old news of US and EURO Dollar Exchange Rate.
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SHEN, JIE, and 沈潔. "After the financial crisis Asian Four Little Dragons stock market return The Transmission Mechanism of Return and Risk for Stock Returns of Financial Institutions." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/5cjype.

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碩士<br>嶺東科技大學<br>財經法律研究所<br>105<br>In this paper, the GJR-GARCH model is used to analyze the transfer and risk of Taiwan stock market share remuneration (RTW) to the share price remuneration of listed companies in Taiwan (R2515 BES, R2516 New Asia, R2535 DA-CIN, R2543 HWANG CHANG, R2546 KEDGE, R2841 TLDC). After the implementation of premises-one tax R2515 (-0.049) paid for the rest of the bear market is still in negative R2516, R2535, R2543, R2546, R2841, RTW remuneration as being in a bull market. From the GJR-GARCH model of the average equation to estimate the results, R2515 full day by RTW
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Books on the topic "Market Risk Transmission"

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Chau, Frankie Ho-Chi. Volatility Transmission across Commodity Futures Markets. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780190656010.003.0018.

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Sharp movements in crude oil prices and their impact on other commodities have renewed interest in the assessment of dynamic interactions between commodity futures markets. This chapter examines this topic by investigating the intensity and direction of volatility transmission across three major classes of commodities, including agricultural products (corn, coffee, and soybeans), energy (crude oil and gas), and metals (copper, gold, and silver). Overall, the evidence suggests that important volatility episodes and fluctuations exist across major commodity markets; the total cross-market spillo
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Pagano, Marco. The Sovereign-Bank Nexus and the Case for European Safe Bonds. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198815815.003.0008.

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During the Euro debt crisis, banks’ holdings of domestic sovereign debt amplified the transmission of sovereign stress to bank lending and solvency risk in stressed countries. Yet, current proposals to reform European banking regulation of bank sovereign exposures meet with obstacles, some structural—namely, the scarcity and asymmetric provision of safe assets—and others transitional—chiefly the danger that regulatory change may trigger instability in the sovereign debt market. But both types of obstacles can be overcome by introducing a synthetic security resulting from the securitization of
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Cunningham, Scott, and Manisha Shah, eds. The Oxford Handbook of the Economics of Prostitution. Oxford University Press, 2016. http://dx.doi.org/10.1093/oxfordhb/9780199915248.001.0001.

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Prostitution is one of the least understood occupations but appears to have all the features of traditional markets: prices, supply and demand considerations, variety in the organizational structure, and policy relevance. These are keystones of economics analysis. Greater access to data has enabled economists to build better theories and gain a better understanding of the organization of sex market. The Oxford Handbook of the Economics of Prostitution is a comprehensive economic analysis of prostitution. It examines how prostitution markets are organized across space and time, the role of tech
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Huyton, Rita, Sam Ghebrehewet, and David Baxter. Hepatitis B. Oxford University Press, 2016. http://dx.doi.org/10.1093/med/9780198745471.003.0006.

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This chapter describes an acute hepatitis B case and scenario involving a paramedic with a pregnant woman as close sexual contact and potential risk of transmission to the unborn baby. Background information on the epidemiology of Hepatitis B, markers of hepatitis B infection (both acute and chronic), and the risk factors for transmission are discussed. There are clear case definitions of acute, chronic, and those susceptible and at high risk for hepatitis B plus detailed interpretation of hepatitis B markers. ‘Top tips’ are given to assist the relevant clinicians or public health/health prote
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Casson, Catherine, Mark Casson, John Lee, and Katie Phillips. Compassionate Capitalism. Policy Press, 2020. http://dx.doi.org/10.1332/policypress/9781529209259.001.0001.

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This book examines the evolution of compassionate capitalism in medieval England, using a unique and comprehensive source of information, the Cambridge Hundred Rolls. It demonstrates how compassionate capitalism developed through the bequest of rental income on property to charitable and religious institutions, such as hospitals, abbeys and friaries. This rental income was generated by the dramatic growth of an urban property market, through which wealthy merchants invested the profits of trade in property development. Compassionate capitalism was a driving force in the medieval economy from t
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Verhoeven, Wil. The Global British Novel. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780199574803.003.0031.

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This chapter focuses on the global British novel. While the novel as such has its roots in sixteenth- and seventeenth-century romance, the British novel owes its emergence and subsequent rise to global supremacy during the eighteenth and nineteenth centuries to the expansion and ascendancy of the British Empire. The history of the globalization of the British novel in the eighteenth and nineteenth centuries is therefore by necessity a history of negotiations and compromises between the foreign British form at the core of the literary system and the various local realities in the peripheral zon
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Young, Karen, and Katherine Wolff, eds. Energy Transitions in the Middle East. Bloomsbury Publishing Plc, 2024. http://dx.doi.org/10.5040/9780755650644.

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How do Middle East energy transitions fit into international energy markets? In this book, energy analysts, geopolitical experts and specialists of political economy examine the new energy potential in the Middle East. The particular focus surrounds how the region’s access to finance, combined with the new global regulations and considerations of economic development, shape the region’s energy transitions overall. The Middle East is revealed to be a key site of new energy production, sharing and transmission as well as technology innovation. At the same time, the authors examine the variables
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Book chapters on the topic "Market Risk Transmission"

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Mistry, Dipu, Bishaljit Paul, Binoy Krishna Biswas, Raju Basak, and Chandan Kumar Chanda. "Managing Transmission Risk Through Financial Transmission Right in a Congested Power Market." In Lecture Notes in Electrical Engineering. Springer Nature Singapore, 2024. https://doi.org/10.1007/978-981-97-7018-2_11.

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Pacelli, Vincenzo, Lucianna Cananà, Anirban Chakraborti, Caterina Di Tommaso, and Matteo Foglia. "A Holistic Journey into Systemic Risk: Theoretical Background, Transmission Channels and Policy Implications." In New Economic Windows. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-64916-5_3.

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AbstractSystemic risk represents a critical challenge in modern financial systems characterized by complex interconnections. This chapter comprehensively analyses systemic risk, exploring its measurement, models, determinants, interconnections, and the key variables influencing its dynamics. One of the central focuses of this chapter is to explore the transmission channels through which systemic risk propagates. By analyzing various channels, including contagion risk, credit risk, liquidity risk, market risk, operational risk, and macroeconomic risk, the chapter unveils the mechanisms through
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Polat, Onur. "Dynamic BRICS Stock Market Linkages as a Channel of Systemic Risk Transmission: Evidence from the Asymmetric Connectedness Approach." In Systemic Financial Risk. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-54809-3_3.

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Leou, Rong-Ceng, Chuo-Yean Chang, and Shun-Yu Chan. "A Transmission Expansion Plan Considering Uncertainties and Risk Assessment Under a Deregulated Market." In Lecture Notes in Electrical Engineering. Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-04573-3_42.

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Labini, Stefania Sylos, Elisabetta D’Apolito, and Iryna Nyenno. "Systemic Risk and the Insurance Sector: A Network Perspective." In New Economic Windows. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-64916-5_12.

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AbstractUnlike the banking sector, whose impact on systemic risk has been amply proven, it remains unclear whether the insurance business constitutes a source of systemic risk. The aim of this chapter is to contribute to the debate and attempt to answer this question by examining the role of insurance companies in the financial system, the existing interconnections between insurance operators, and the vulnerability factors, i.e. the elements that increase the exposure of institutions to systemic risks. In recent years, attention to systemic risk has been focused on the insurance sector and the
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Xiao, Chenglin, Weili Xia, and Jijiao Jiang. "Multi-scale Tail Risk Transmission Mechanism of Chinese and Russian Stock Market Based on Spatiotemporal Kriging Model." In Advances in Intelligent Systems and Computing. Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-33-4572-0_153.

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Broadway, Barbara, and Guyonne Kalb. "Labour Market Participation: Family and Work Challenges across the Life Course." In Family Dynamics over the Life Course. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-12224-8_9.

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AbstractHaving a job is an important indicator of economic and social wellbeing, and two-earner families are becoming the norm rather than the exception. As a result, many more women, including mothers, are in the labour force now than ever before. Balancing family and work responsibilities therefore becomes ever more important, not just for women but also men who are sharing the caring load with their partners, especially when young pre-school children are present. However, employment is not equally distributed across families, and some families have noone in a job which leads to financial vu
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Kearney, Colm. "Volatility and Risk in Integrated Financial Systems: Measurement, Transmission and Policy Implications." In Risk Management in Volatile Financial Markets. Springer US, 1996. http://dx.doi.org/10.1007/978-1-4613-1271-0_6.

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Deltuvaitė, Vilma. "Cross-Border Contagion Risk Transmission Through Stock Markets Channel: The Case of the Baltic Countries." In Financial Environment and Business Development. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-39919-5_4.

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Herrero, Mario, Marta Hugas, Uma Lele, Aman Wirakartakusumah, and Maximo Torero. "A Shift to Healthy and Sustainable Consumption Patterns." In Science and Innovations for Food Systems Transformation. Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-15703-5_5.

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AbstractThis chapter recognises that current food consumption patterns, often characterised by higher levels of food waste and a transition in diets towards higher energy, more resource-intensive foods, need to be transformed. Food systems in both developed and developing countries are changing rapidly. Increasingly characterised by a high degree of vertical integration, evolutions in food systems are being driven by new technologies that are changing production processes, distribution systems, marketing strategies, and the food products that people eat. These changes offer the opportunity for
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Conference papers on the topic "Market Risk Transmission"

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de Oliveira, Luiz Eduardo, João Tomé Saraiva, and Phillipe Vilaça Gomes. "Risk Adverse Optimization on Transmission Expansion Planning Considering Climate Change and Extreme Weather Events - The Texas Case." In 2024 20th International Conference on the European Energy Market (EEM). IEEE, 2024. http://dx.doi.org/10.1109/eem60825.2024.10609002.

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Zhang, Xiaolei, and Yanan Wang. "Research on Risk Transmission Path of Stock Market." In 2020 International Conference on Modern Education Management, Innovation and Entrepreneurship and Social Science (MEMIESS 2020). Atlantis Press, 2021. http://dx.doi.org/10.2991/assehr.k.210206.043.

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Yuqian Song and Jin Zhong. "Managing uncertainties in multi-market environment: A risk-related approach." In 2016 IEEE/PES Transmission and Distribution Conference and Exposition (T&D). IEEE, 2016. http://dx.doi.org/10.1109/tdc.2016.7520049.

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Kardakos, Evaggelos G., Christos K. Simoglou, Stylianos I. Vagropoulos, and Anastasios G. Bakirtzis. "Bidding strategy for risk-averse producers in transmission-constrained electricity markets." In 2015 12th International Conference on the European Energy Market (EEM). IEEE, 2015. http://dx.doi.org/10.1109/eem.2015.7216695.

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Gomes, B. A., and J. T. Saraiva. "Evaluation of transmission reinforcement strategies using risk indices in the presence of uncertainties." In 2010 7th International Conference on the European Energy Market (EEM 2010). IEEE, 2010. http://dx.doi.org/10.1109/eem.2010.5558769.

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Wang, Zhongfeng, Weichun Ge, Bo Hu, Chaolong Zhang, Zhiwei Liu, and Haifei Yu. "Research on Credit Risk Transmission and Simulation in the Regional Power Market." In 2018 37th Chinese Control Conference (CCC). IEEE, 2018. http://dx.doi.org/10.23919/chicc.2018.8482683.

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Santos, Hortense, Rui Dias, Paula Heliodoro, and Paulo Alexandre. "TESTING THE EMPIRICS OF WEAK FORM OF EFFICIENT MARKET HYPOTHESIS: EVIDENCE FROM LAC REGION MARKETS." In Fourth International Scientific Conference ITEMA Recent Advances in Information Technology, Tourism, Economics, Management and Agriculture. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/itema.2020.91v.

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The new coronavirus disease (Covid-19) evolved quickly from a regional health outbreak to a global collapse, stopping the global economy in a unprecedented way, creating uncertainty and chaos in the financial markets. Based on these events, it is intended in this paper to test the persistence of profitability in the financial markets of Argentina, Brazil, Chile, Colombia, Peru and Mexico, in the period between January 2018 to July 2020. In order to perform this analysis where undertaken different approaches in order to analyze if: (i) the financial markets of Latin America are efficient in the
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Santos, Hortense, Rui Dias, Paula Heliodoro, and Paulo Alexandre. "TESTING THE EMPIRICS OF WEAK FORM OF EFFICIENT MARKET HYPOTHESIS: EVIDENCE FROM LAC REGION MARKETS." In Fourth International Scientific Conference ITEMA Recent Advances in Information Technology, Tourism, Economics, Management and Agriculture. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/itema.2020.91.

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The new coronavirus disease (Covid-19) evolved quickly from a regional health outbreak to a global collapse, stopping the global economy in a unprecedented way, creating uncertainty and chaos in the financial markets. Based on these events, it is intended in this paper to test the persistence of profitability in the financial markets of Argentina, Brazil, Chile, Colombia, Peru and Mexico, in the period between January 2018 to July 2020. In order to perform this analysis where undertaken different approaches in order to analyze if: (i) the financial markets of Latin America are efficient in the
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Martinez, Jose L., Héctor G. Alcerreca, Enrique Rodríguez B., and Jesus Hernandez. "Risk Assessment of Gas Transmission Pipelines in Mexico." In 1998 2nd International Pipeline Conference. American Society of Mechanical Engineers, 1998. http://dx.doi.org/10.1115/ipc1998-2003.

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In recent years significant changes have taken place in the Mexican gas industry. Activities related to gas transmission, distribution and storage are no longer the exclusive privilege of PEMEX Gas &amp; Petroquimica Basica (PGPB), a traditionally state-owned company. The first priority of PGPB is to ensure a safe, efficient and reliable pipeline network. Several projects have been established to guarantee a smooth transition from a monopoly to open market competition. Among these projects is a pipeline risk assessment and management programme (RAMP), to provide feedback on all safety related
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Lin Nan, Guoliang Zhang, and Qin Zheng. "Notice of Retraction: Risk transmission between commercial banks and capital market in China: VAR approach." In 2010 IEEE International Conference on Advanced Management Science (ICAMS). IEEE, 2010. http://dx.doi.org/10.1109/icams.2010.5552969.

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Reports on the topic "Market Risk Transmission"

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Gálvez, Julio. Household portfolio choices under (non-)linear income risk: an empirical framework. Banco de España, 2023. http://dx.doi.org/10.53479/33792.

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This paper develops a flexible, semi-structural framework to empirically quantify the non-linear transmission of income shocks to household portfolio choice decisions both at the extensive and intensive margins. I model stock market participation and portfolio allocation rules as age-dependent functions of persistent and transitory earnings components, wealth and unobserved taste shifters. I establish non-parametric identification and propose a tractable, simulation-based estimation algorithm, building on recent developments in the sample selection literature. Using recent waves of PSID data,
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Ibáñez, Ana María, Juliana Quigua, Jimena Romero, and Andrea Velásquez. Responses to Temperature Shocks: Labor Markets and Migration Decisions in El Salvador. Inter-American Development Bank, 2022. http://dx.doi.org/10.18235/0004237.

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By 2017, one-quarter of people born in El Salvador were estimated to be living in the U.S. We show that extreme temperatures have negatively aected agricultural production and increased international migration from El Salvador. We nd that labor markets act as a transmission mechanism of the negative eects of weather shocks on agricultural workers, who react by migrating internationally or reallocating within local labor markets. However, these responses dier by landownership status and access to risk-coping mechanisms. Our results suggest that, despite the current anti-immigrant political clim
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Morales, Paola, Daniel Osorio-Rodíguez, Juan S. Lemus-Esquivel, and Miguel Sarmiento. The internationalization of domestic banks and the credit channel of monetary policy. Banco de la República, 2021. http://dx.doi.org/10.32468/be.1181.

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How does the expansion of domestic banks in international markets affect the bank lending channel of monetary policy? Using bank-firm loan-level data, we find that loan growth and loan rates from international banks respond less to monetary policy changes than domestic banks and that internationalization partially mitigates the risk-taking channel of monetary policy. Banks with a large international presence tend to tolerate more their credit risk exposition relative to domestic banks. Moreover, international banks tend to rely more on foreign funding when policy rates change, allowing them to
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Ávila-Montealegre, Oscar Iván, Anderson Grajales-Olarte, Juan J. Ospina-Tejeiro, and Mario A. Ramos-Veloza. Minimum Wage and Macroeconomic Adjustment: Insights from a Small Open, Emerging, Economy with Formal and Informal Labor. Banco de la República, 2023. http://dx.doi.org/10.32468/be.1264.

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We examine the adjustment of a small, open, emerging market economy (SOEME) to an unexpected increase in the minimum wage using an extended New-Keynesian SOE model that incorporates heterogeneous households, a flexible production structure, and a minimum wage rule. We calibrate the model for Colombia and find that an unexpected increase in the minimum wage has significant effects on the low-skilled labor market, and weaker impacts on inflation and the policy interest rate. The rise in the minimum wage increases production costs and prompts the substitution of formal low-skilled labor with info
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Vargas-Herrera, Hernando, Juan Jose Ospina-Tejeiro, Carlos Alfonso Huertas-Campos, et al. Monetary Policy Report - April de 2021. Banco de la República de Colombia, 2021. http://dx.doi.org/10.32468/inf-pol-mont-eng.tr2-2021.

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1.1 Macroeconomic summary Economic recovery has consistently outperformed the technical staff’s expectations following a steep decline in activity in the second quarter of 2020. At the same time, total and core inflation rates have fallen and remain at low levels, suggesting that a significant element of the reactivation of Colombia’s economy has been related to recovery in potential GDP. This would support the technical staff’s diagnosis of weak aggregate demand and ample excess capacity. The most recently available data on 2020 growth suggests a contraction in economic activity of 6.8%, lowe
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Stall, Nathan M., Kevin A. Brown, Antonina Maltsev, et al. COVID-19 and Ontario’s Long-Term Care Homes. Ontario COVID-19 Science Advisory Table, 2021. http://dx.doi.org/10.47326/ocsat.2021.02.07.1.0.

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Key Message Ontario long-term care (LTC) home residents have experienced disproportionately high morbidity and mortality, both from COVID-19 and from the conditions associated with the COVID-19 pandemic. There are several measures that could be effective in preventing COVID-19 outbreaks, hospitalizations, and deaths in Ontario’s LTC homes, if implemented. First, temporary staffing could be minimized by improving staff working conditions. Second, homes could be further decrowded by a continued disallowance of three- and four-resident rooms and additional temporary housing for the most crowded h
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Ekambaram, Karthikeyan, Bethany Frox, Niamh Bull, and Emma Lyndon. Pedal Misapplication Study. TRL Limited, 2023. http://dx.doi.org/10.58446/omrt5829.

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Pedal misapplication is when the driver applies the wrong pedal of a vehicle, for example: accelerating instead of braking. When followed by the inability to regain control, this can result in collisions, causing damage to vehicles, infrastructure, and potentially, fatal injury. Current figures of pedal misapplication occurrences are potentially underestimated as depends heavily on driver statements, which are often unreliable. As a result, investigators are reliant on other data sources such as camera footage and examining the vehicle controls to determine the cause of the collision. This stu
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Brayton, Kelly A., Varda Shkap, Guy H. Palmer, Wendy C. Brown, and Thea Molad. Control of Bovine Anaplasmosis: Protective Capacity of the MSP2 Allelic Repertoire. United States Department of Agriculture, 2014. http://dx.doi.org/10.32747/2014.7699838.bard.

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Anaplasmosis is an arthropod-borne disease of cattle caused by the rickettsia Anaplasmamarginale and is an impediment to efficient production of healthy livestock in both Israel and the United States. Currently, the only effective vaccines are derived from the blood of infected cattle. The risk of widespread transmission of both known and newly emergent pathogens has prevented licensure of live blood-based vaccines in the U.S. and is a major concern for their continued use in Israel. Consequently, development of a safe, effective vaccine is a high priority. Despite its drawbacks as a live, blo
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Wang, Guiming, Bronson Strickland, and Xueyan Shan. Vicksburg National Military Park white‐tailed deer survey. National Park Service, 2025. https://doi.org/10.36967/2307610.

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White-tailed deer (WTD) can exert substantial impacts on the ecosystems in the Southeastern United States, particularly by overabundant WTD populations that are sheltered from recreational hunting pressure such as those in the National Parks. Information on WTD abundance and density is indispensable for science-based WTD population management. WTD populations in Vicksburg National Military Park (VICK) have not been surveyed since 2010. Management of WTD populations has been challenged by the lack of reliable, cost-effective methods, such as a deer visual count-density calibration coefficient,
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