Journal articles on the topic 'Quantile spillovers'
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Aldieri, Luigi, and Concetto Paolo Vinci. "Quantile Regression for Panel Data: An Empirical Approach for Knowledge Spillovers Endogeneity." International Journal of Economics and Finance 9, no. 7 (2017): 106. http://dx.doi.org/10.5539/ijef.v9n7p106.
Full textShahzad, Syed Jawad Hussain, Mobeen Ur Rehman, and Rania Jammazi. "Spillovers from oil to precious metals: Quantile approaches." Resources Policy 61 (June 2019): 508–21. http://dx.doi.org/10.1016/j.resourpol.2018.05.002.
Full textFatima, Syeda Tamkeen. "Absorptive Capacity and FDI Spillovers: Evidence from Quantile Regressions." International Trade Journal 31, no. 4 (2017): 360–85. http://dx.doi.org/10.1080/08853908.2017.1301277.
Full textKosteas, Vasilios D. "Foreign direct investment and productivity spillovers: a quantile analysis." International Economic Journal 22, no. 1 (2008): 25–41. http://dx.doi.org/10.1080/10168730801886929.
Full textUrom, Christian, Ilyes Abid, Khaled Guesmi, and Julien Chevallier. "Quantile spillovers and dependence between Bitcoin, equities and strategic commodities." Economic Modelling 93 (December 2020): 230–58. http://dx.doi.org/10.1016/j.econmod.2020.07.012.
Full textBouri, Elie, Brian Lucey, Tareq Saeed, and Xuan Vinh Vo. "Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis." International Review of Financial Analysis 72 (November 2020): 101605. http://dx.doi.org/10.1016/j.irfa.2020.101605.
Full textMaderitsch, Robert. "Spillovers from the USA to stock markets in Asia: a quantile regression approach." Applied Economics 47, no. 44 (2015): 4714–27. http://dx.doi.org/10.1080/00036846.2015.1034839.
Full textSu, Xianfang. "Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis." North American Journal of Economics and Finance 51 (January 2020): 101098. http://dx.doi.org/10.1016/j.najef.2019.101098.
Full textChuliá, Helena, Montserrat Guillén, and Jorge M. Uribe. "Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis." Emerging Markets Review 31 (June 2017): 32–46. http://dx.doi.org/10.1016/j.ememar.2017.01.001.
Full textVukovic, Darko, Moinak Maiti, Zoran Grubisic, Elena M. Grigorieva, and Michael Frömmel. "COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave." Sustainability 13, no. 15 (2021): 8578. http://dx.doi.org/10.3390/su13158578.
Full textReboredo, Juan C., Andrea Ugolini, and Yifei Chen. "Interdependence Between Renewable-Energy and Low-Carbon Stock Prices." Energies 12, no. 23 (2019): 4461. http://dx.doi.org/10.3390/en12234461.
Full textMezghani, Taicir, Mouna Boujelbène, and Mariam Elbayar. "Impact of COVID‐19 pandemic on risk transmission between googling investor’s sentiment, the Chinese stock and bond markets." China Finance Review International 11, no. 3 (2021): 322–48. http://dx.doi.org/10.1108/cfri-08-2020-0120.
Full textBaele, Lieven. "Volatility Spillover Effects in European Equity Markets." Journal of Financial and Quantitative Analysis 40, no. 2 (2005): 373–401. http://dx.doi.org/10.1017/s0022109000002350.
Full textLeSage, James P. "Discussion: Applications and Innovations in Spatial Econometrics." Journal of Agricultural and Applied Economics 43, no. 3 (2011): 339–43. http://dx.doi.org/10.1017/s1074070800004338.
Full textKostov, Philip, and Julie Le Gallo. "Convergence: A Story of Quantiles and Spillovers." Kyklos 68, no. 4 (2015): 552–76. http://dx.doi.org/10.1111/kykl.12093.
Full textAdams, Zeno, Roland Füss, and Reint Gropp. "Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach." Journal of Financial and Quantitative Analysis 49, no. 3 (2014): 575–98. http://dx.doi.org/10.1017/s0022109014000325.
Full textRoni, Bhowmik, Ghulam Abbas, and Shouyang Wang. "Return and Volatility Spillovers Effects: Study of Asian Emerging Stock Markets." Journal of Systems Science and Information 6, no. 2 (2018): 97–119. http://dx.doi.org/10.21078/jssi-2018-097-23.
Full textŽivkov, Dejan, Boris Kuzman, and Jonel Subić. "What Bayesian quantiles can tell about volatility transmission between the major agricultural futures?" Agricultural Economics (Zemědělská ekonomika) 66, No. 5 (2020): 215–25. http://dx.doi.org/10.17221/127/2019-agricecon.
Full textBen Rejeb, Aymen, and Mongi Arfaoui. "Financial market interdependencies: A quantile regression analysis of volatility spillover." Research in International Business and Finance 36 (January 2016): 140–57. http://dx.doi.org/10.1016/j.ribaf.2015.09.022.
Full textBassi, Andrea M., Valeria Costantini, and Elena Paglialunga. "Modelling the European Union Sustainability Transition: A Soft-Linking Approach." Sustainability 13, no. 11 (2021): 6303. http://dx.doi.org/10.3390/su13116303.
Full textZhang, Yan, and Frank Schweitzer. "The interdependence of corporate reputation and ownership: a network approach to quantify reputation." Royal Society Open Science 6, no. 10 (2019): 190570. http://dx.doi.org/10.1098/rsos.190570.
Full textKatusiime, Lorna. "International monetary spillovers and macroeconomic stability in developing countries." National Accounting Review 3, no. 3 (2021): 310–29. http://dx.doi.org/10.3934/nar.2021016.
Full textBen Rejeb, Aymen. "On the volatility spillover between lslamic and conventional stock markets: A quantile regression analysis." Research in International Business and Finance 42 (December 2017): 794–815. http://dx.doi.org/10.1016/j.ribaf.2017.07.017.
Full textHadood, Abobaker, and Korhan Gokmenoglu. "Spillover impact of the US unconventional monetary policy and uncertainties on stock-bond correlations." Panoeconomicus, no. 00 (2020): 17. http://dx.doi.org/10.2298/pan180917017h.
Full textPeng, Cheng, Huiming Zhu, Yawei Guo, and Xiuyun Chen. "Risk spillover of international crude oil to China's firms: Evidence from granger causality across quantile." Energy Economics 72 (May 2018): 188–99. http://dx.doi.org/10.1016/j.eneco.2018.04.007.
Full textBorremans, Benny, Christina Faust, Kezia R. Manlove, Susanne H. Sokolow, and James O. Lloyd-Smith. "Cross-species pathogen spillover across ecosystem boundaries: mechanisms and theory." Philosophical Transactions of the Royal Society B: Biological Sciences 374, no. 1782 (2019): 20180344. http://dx.doi.org/10.1098/rstb.2018.0344.
Full textZhu, Huiming, Yueli Tang, and Peng Guo. "Asymmetric spillover effects between the Shanghai and Hong Kong stock markets: evidence from quantile lagged regression." Applied Economics 49, no. 9 (2016): 886–902. http://dx.doi.org/10.1080/00036846.2016.1208356.
Full textGathmann, Christina, Ines Helm, and Uta Schönberg. "Spillover Effects of Mass Layoffs." Journal of the European Economic Association 18, no. 1 (2018): 427–68. http://dx.doi.org/10.1093/jeea/jvy045.
Full textPatnaik, Anuradha. "International Transmission of Monetary Policy: The Usa to India." International Letters of Social and Humanistic Sciences 54 (June 2015): 53–62. http://dx.doi.org/10.18052/www.scipress.com/ilshs.54.53.
Full textDeng, Chuang. "Analysis of Trade Diversion Effect Under Sino-us Trade Friction - Taking Developing Countries and Developed Countries As Examples." E3S Web of Conferences 275 (2021): 01031. http://dx.doi.org/10.1051/e3sconf/202127501031.
Full textWu, Chengzhuo, Li Zhuo, Zhuo Chen, and Haiyan Tao. "Spatial Spillover Effect and Influencing Factors of Information Flow in Urban Agglomerations—Case Study of China Based on Baidu Search Index." Sustainability 13, no. 14 (2021): 8032. http://dx.doi.org/10.3390/su13148032.
Full textDunning, B. E., M. F. Scott, D. W. Neal, and A. D. Cherrington. "Direct quantification of norepinephrine spillover and hormone output from the pancreas of the conscious dog." American Journal of Physiology-Endocrinology and Metabolism 272, no. 5 (1997): E746—E755. http://dx.doi.org/10.1152/ajpendo.1997.272.5.e746.
Full textKoç, Ahmet Ali, T. Edward Yu, Taylan Kıymaz, and Bijay Prasad Sharma. "Effects of government supports and credits on Turkish agriculture." Journal of Agribusiness in Developing and Emerging Economies 9, no. 4 (2019): 391–401. http://dx.doi.org/10.1108/jadee-11-2018-0164.
Full textLi, Huiqin, Cuimei Lv, Minhua Ling, et al. "Emergy Analysis and Ecological Spillover as Tools to Quantify Ecological Compensation in Xuchang City, Qingyi River Basin, China." Water 13, no. 4 (2021): 414. http://dx.doi.org/10.3390/w13040414.
Full textAlmeida, Aléssio Tony Cavalcanti de, Bruno Ferreira Frascaroli, and Danilo Regis da Cunha. "Medidas de Risco e Matriz de Contágio: uma Aplicação do CoVaR para o Mercado Financeiro Brasileiro." Brazilian Review of Finance 10, no. 4 (2012): 551. http://dx.doi.org/10.12660/rbfin.v10n4.2012.3954.
Full textShih, Mi, Ying-Hui Chiang, Hsiutzu Betty Chang, and Chin-Oh Chang. "Commodification of Development Rights and What It Does to the Urban Housing Market in Taiwan." Journal of Planning Education and Research 39, no. 2 (2017): 194–205. http://dx.doi.org/10.1177/0739456x17737139.
Full textBecker, Daniel J., Alex D. Washburne, Christina L. Faust, Erin A. Mordecai, and Raina K. Plowright. "The problem of scale in the prediction and management of pathogen spillover." Philosophical Transactions of the Royal Society B: Biological Sciences 374, no. 1782 (2019): 20190224. http://dx.doi.org/10.1098/rstb.2019.0224.
Full textHung, Ngo Thai. "Bitcoin and CEE stock markets: fresh evidence from using the DECO-GARCH model and quantile on quantile regression." European Journal of Management and Business Economics 30, no. 2 (2021): 261–80. http://dx.doi.org/10.1108/ejmbe-06-2020-0169.
Full textLocke, Kenneth D. "H as a Measure of Complexity of Social Information Processing." Personality and Social Psychology Review 7, no. 3 (2003): 268–80. http://dx.doi.org/10.1207/s15327957pspr0703_05.
Full textPepin, Kim M., Matthew W. Hopken, Susan A. Shriner, et al. "Improving risk assessment of the emergence of novel influenza A viruses by incorporating environmental surveillance." Philosophical Transactions of the Royal Society B: Biological Sciences 374, no. 1782 (2019): 20180346. http://dx.doi.org/10.1098/rstb.2018.0346.
Full textMori, Yuki, Osamu Manabe, Masanao Naya, et al. "Improved spillover correction model to quantify myocardial blood flow by 11C-acetate PET: comparison with 15O-H2O PET." Annals of Nuclear Medicine 29, no. 1 (2014): 15–20. http://dx.doi.org/10.1007/s12149-014-0904-z.
Full textJović, Željko. "The Interaction Between FX and Credit Risk as an Example of Intersection of Monetary and Financial Stability Policy Goals – The Case of Serbia." Journal of Central Banking Theory and Practice 5, no. 2 (2016): 133–55. http://dx.doi.org/10.1515/jcbtp-2016-0015.
Full textFarag, Elmoubasher, Reina Sikkema, Tinka Vinks, et al. "Drivers of MERS-CoV Emergence in Qatar." Viruses 11, no. 1 (2018): 22. http://dx.doi.org/10.3390/v11010022.
Full textNgor, Lyna, Evan C. Palmer-Young, Rodrigo Burciaga Nevarez, et al. "Cross-infectivity of honey and bumble bee-associated parasites across three bee families." Parasitology 147, no. 12 (2020): 1290–304. http://dx.doi.org/10.1017/s0031182020001018.
Full textKhan, Mohammed Arshad, Preeti Roy, Saif Siddiqui, and Abdullah A. Alakkas. "Systemic Risk Assessment: Aggregated and Disaggregated Analysis on Selected Indian Banks." Complexity 2021 (July 8, 2021): 1–14. http://dx.doi.org/10.1155/2021/8360778.
Full textBecker, Daniel J., Daniel E. Crowley, Alex D. Washburne, and Raina K. Plowright. "Temporal and spatial limitations in global surveillance for bat filoviruses and henipaviruses." Biology Letters 15, no. 12 (2019): 20190423. http://dx.doi.org/10.1098/rsbl.2019.0423.
Full textNalley, L. Lanier, Karen A. Moldenhauer, and Nate Lyman. "The Genetic and Economic Impact of the University of Arkansas's Rice Breeding Program: 1983-2007." Journal of Agricultural and Applied Economics 43, no. 1 (2011): 131–42. http://dx.doi.org/10.1017/s1074070800004090.
Full textTSVETANOV, TSVETAN, LINGQIAO QI, DEEP MUKHERJEE, FARHED SHAH, and BORIS BRAVO-URETA. "CLIMATE CHANGE AND LAND USE IN SOUTHEASTERN U.S.: DID THE “DUMB FARMER” GET IT WRONG?" Climate Change Economics 07, no. 03 (2016): 1650005. http://dx.doi.org/10.1142/s2010007816500056.
Full textArayssi, Mahmoud, and Mohammad Issam Jizi. "Does corporate governance spillover firm performance? A study of valuation of MENA companies." Social Responsibility Journal 15, no. 5 (2019): 597–620. http://dx.doi.org/10.1108/srj-06-2018-0157.
Full textBurthe, Sarah J., Stefanie M. Schäfer, Festus A. Asaaga, et al. "Reviewing the ecological evidence base for management of emerging tropical zoonoses: Kyasanur Forest Disease in India as a case study." PLOS Neglected Tropical Diseases 15, no. 4 (2021): e0009243. http://dx.doi.org/10.1371/journal.pntd.0009243.
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