To see the other types of publications on this topic, follow the link: Quantile spillovers.

Journal articles on the topic 'Quantile spillovers'

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 journal articles for your research on the topic 'Quantile spillovers.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse journal articles on a wide variety of disciplines and organise your bibliography correctly.

1

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 text
Abstract:
The aim of this paper is to investigate the extent to which knowledge spillovers effects are sensitive to different levels of innovation. We develop a theoretical model in which the core of spillover effect is showed and then we implement the empirical model to test for the results. In particular, we run the quantile regression for panel data estimator (Baker, Powell, & Smith, 2016), to correct the bias stemming from the endogenous regressors in a panel data sample. The findings identify a significant heterogeneity of technology spillovers across quantiles: the highest value of spillovers
APA, Harvard, Vancouver, ISO, and other styles
2

Shahzad, 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 text
APA, Harvard, Vancouver, ISO, and other styles
3

Fatima, 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 text
APA, Harvard, Vancouver, ISO, and other styles
4

Kosteas, 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 text
APA, Harvard, Vancouver, ISO, and other styles
5

Urom, 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 text
APA, Harvard, Vancouver, ISO, and other styles
6

Bouri, 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 text
APA, Harvard, Vancouver, ISO, and other styles
7

Maderitsch, 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 text
APA, Harvard, Vancouver, ISO, and other styles
8

Su, 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 text
APA, Harvard, Vancouver, ISO, and other styles
9

Chuliá, 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 text
APA, Harvard, Vancouver, ISO, and other styles
10

Vukovic, 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 text
Abstract:
The present study investigated whether the crypto market is a safe haven. The study argues that during the first wave of the COVID-19 crisis, gold and oil, as typical global commodities, could have been diversifiers. The study developed a unique COVID-19 global composite index that measures COVID-19 pandemic time-variant movements on each day. The study used OLS (ordinary least squares), quantile, and robust regressions to check whether the COVID-19 crisis has had any significant direct influence on the crypto market. The OLS, quantile, and robust regressions estimates confirmed that there was
APA, Harvard, Vancouver, ISO, and other styles
11

Reboredo, 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 text
Abstract:
In the transition to a low-carbon economy, climate-resilient investors may be inclined to buy renewable-energy or other low-carbon assets. As the diversification benefits of investment positions in those assets depend on interdependence between their market prices, we explore that interdependence in the European and USA stock markets. We model the dependence structure using bivariate copula functions and evaluate price spillovers between those markets using a conditional quantile dependence approach that accounts for the reciprocal effects of price movements in those markets under normal and e
APA, Harvard, Vancouver, ISO, and other styles
12

Mezghani, 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 text
Abstract:
PurposeThe main objective of this paper is to investigate whether the investors' behavior under optimistic (pessimistic) conditions has an impact on risk transmission between the Chinese stock and bond markets and the sector indices mainly during the COVID-19 pandemic.Design/methodology/approachThis study uses a new measure of the investor's sentiment based on Google trend to construct a Chinese investor's sentiment index and a quantile causal approach to examine the causal relationship between googling investor's sentiment and the Chinese stock and bond markets as well as the sector indices.
APA, Harvard, Vancouver, ISO, and other styles
13

Baele, 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 text
Abstract:
AbstractThis paper investigates to what extent globalization and regional integration lead to increasing equity market interdependence. I focus on Western Europe, as this region has gone through a unique period of economic, financial, and monetary integration. More specifically, I quantify the magnitude and time-varying nature of volatility spillovers from the aggregate European (EU) and U.S. market to 13 local European equity markets. To account for time-varying integration, I use a regime-switching model to allow the shock sensitivities to change over time. I find regime switches to be both
APA, Harvard, Vancouver, ISO, and other styles
14

LeSage, 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 text
Abstract:
These articles provide a discussion of studies presented in a session on spatial econometrics, focusing on the ability of spatial regression models to quantify the magnitude of spatial spillover impacts. Both articles presented argue that a proper modeling of spatial spillovers is required to truly understand the phenomena under study, in one case the impact of climate change on land values (or crop yields) and in the second the role of regional industry composition on regional business establishment growth.
APA, Harvard, Vancouver, ISO, and other styles
15

Kostov, 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 text
APA, Harvard, Vancouver, ISO, and other styles
16

Adams, 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 text
Abstract:
AbstractIn this paper, we develop a state-dependent sensitivity value-at-risk (SDSVaR) approach that enables us to quantify the direction, size, and duration of risk spillovers among financial institutions as a function of the state of financial markets (tranquil, normal, and volatile). For four sets of major financial institutions (commercial banks, investment banks, hedge funds, and insurance companies), we show that while small during normal times, equivalent shocks lead to considerable spillover effects in volatile market periods. Commercial banks and, especially, hedge funds appear to pla
APA, Harvard, Vancouver, ISO, and other styles
17

Roni, 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 text
Abstract:
Abstract This paper examines the extent of contagion and interdependence across the six Asian emerging countries stock markets (e.g., Bangladesh, China, India, Malaysia, the Philippine, and South Korea) and then try to quantify the extent of the Asian emerging market fluctuations which are described by intra-regional contagion effect. These markets experienced both fast growth and key upheaval during the sample period, and thus, provide potentially rich information on the nature of border market interactions. Using the daily stock market index data from January 2002 to December 2016 (breaking
APA, Harvard, Vancouver, ISO, and other styles
18

Živkov, 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 text
Abstract:
This paper investigates an idiosyncratic volatility spillover effect between the four agricultural futures – corn, wheat, soybean, and rise. In order to avoid biased measurements of the volatilities, we use the Markov switching generalized autoregressive conditional heteroskedasticity (MS-GARCH) model. The created volatilities are imbedded in the Bayesian quantile regression framework which can produce accurate quantile estimates. We report that soybean and wheat receive relatively high levels of volatility shocks from the other markets, and that excludes soybean and wheat as primary investmen
APA, Harvard, Vancouver, ISO, and other styles
19

Ben 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 text
APA, Harvard, Vancouver, ISO, and other styles
20

Bassi, 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 text
Abstract:
The European Green Deal (EGD) is the most ambitious decarbonisation strategy currently envisaged, with a complex mix of different instruments aiming at improving the sustainability of the development patterns of the European Union in the next 30 years. The intrinsic complexity brings key open questions on the cost and effectiveness of the strategy. In this paper we propose a novel methodological approach to soft-linking two modelling tools, a systems thinking (ST) and a computable general equilibrium (CGE) model, in order to provide a broader ex-ante policy evaluation process. We use ST to hig
APA, Harvard, Vancouver, ISO, and other styles
21

Zhang, 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 text
Abstract:
We propose a novel way to measure the reputation of firms by using information about their ownership structure. Supported by the signalling theory, we argue that ownership relations channel reputation spillovers between shareholders and their invested companies. We model such reputation spillovers by means of a simple dynamics that runs on the ownership network, constructed from available databases. We focus on the core of the global ownership network with 1300 firms and 12 100 ownership links. Our method assigns an ownership-based reputation value to each firm, used to provide a quantitative
APA, Harvard, Vancouver, ISO, and other styles
22

Katusiime, 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 text
Abstract:
<abstract> <p>This paper analyses the impact of international spillovers on macroeconomic stability in developing countries. Specifically, the study investigates the impact of United States (US) monetary policy spillovers in the form of US inflation and Federal funds interest rate on Uganda and Kenya's inflation rates, interest rates and the exchange rates, key macroeconomic indicators of importance to macroeconomic stability. The focus on international spillovers from the USA is due to the dominant role it plays in determining global economic conditions. The study applies the Gene
APA, Harvard, Vancouver, ISO, and other styles
23

Ben 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 text
APA, Harvard, Vancouver, ISO, and other styles
24

Hadood, 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 text
Abstract:
This paper investigates the spillover impact of US unconventional monetary policy and uncertainty factors on the time-varying co-movements between the US stock market and 14 advanced countries? bond markets, as based on monthly data from January 2002, to October 2015, and utilising the conditional nonlinear quantile regression approach. The empirical results reveal that US unconventional monetary policy has an asymmetric positive effect on stock-bond market co-movements, with a nonlinear effect in France and Denmark and a strong effect in the UK and Finland. Further, US bond market uncertainty
APA, Harvard, Vancouver, ISO, and other styles
25

Peng, 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 text
APA, Harvard, Vancouver, ISO, and other styles
26

Borremans, 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 text
Abstract:
Pathogen spillover between different host species is the trigger for many infectious disease outbreaks and emergence events, and ecosystem boundary areas have been suggested as spatial hotspots of spillover. This hypothesis is largely based on suspected higher rates of zoonotic disease spillover and emergence in fragmented landscapes and other areas where humans live in close vicinity to wildlife. For example, Ebola virus outbreaks have been linked to contacts between humans and infected wildlife at the rural-forest border, and spillover of yellow fever via mosquito vectors happens at the inte
APA, Harvard, Vancouver, ISO, and other styles
27

Zhu, 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 text
APA, Harvard, Vancouver, ISO, and other styles
28

Gathmann, 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 text
Abstract:
Abstract Using administrative data on firms and workers in Germany, we quantify the spillover effects of mass layoffs. Our empirical strategy combines matching with an event study approach to trace employment and wages in regions hit by a mass layoff relative to suitable control regions. We find sizable and persistent negative spillover effects on the regional economy: regions, and especially firms producing in the same broad industry as the layoff plant, lose many more jobs than in the initial layoff. In contrast, negative employment effects on workers employed in the region at the time of th
APA, Harvard, Vancouver, ISO, and other styles
29

Patnaik, 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 text
Abstract:
The present study attempts measure the transmission of monetary impulse from the USA to India by trying to quantify the extent of volatility spillover from the US monetary policy to the exchange rate and interest rate of India. By applying a t-DCC MGARCH model to daily data on Fed Funds Rate, Rupee Dollar Exchange Rate and the Call Money rate of India it was found that there is considerable volatility spillover from the Fed Rate to the exchange rate. Spillover is also clearly evident in case of the call rate. The extent of spillover is higher for the foreign exchange rate than the call money r
APA, Harvard, Vancouver, ISO, and other styles
30

Deng, 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 text
Abstract:
Under the background of sino-us trade friction, what kind of trade diversion effect will china produce to the third country market. Based on the monthly import and export data of China and its 11 major trading partners from January 2014 to December 2019, this paper analyzes the trade diversion of sino-us trade frictions to China’s neighboring countries by using the double-difference and panel quantile methods, and through the selection of developing countries and developed countries as a control group for the spillover effects of trade transfer analysis. Empirical analysis: under the backgroun
APA, Harvard, Vancouver, ISO, and other styles
31

Wu, 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 text
Abstract:
Cities in an urban agglomeration closely interact with each other through various flows. Information flow, as one of the important forms of urban interactions, is now increasingly indispensable with the fast development of informatics technology. Thanks to its timely, convenient, and spatially unconstrained transmission ability, information flow has obvious spillover effects, which may strengthen urban interaction and further promote urban coordinated development. Therefore, it is crucial to quantify the spatial spillover effect and influencing factors of information flows, especially at the u
APA, Harvard, Vancouver, ISO, and other styles
32

Dunning, 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 text
Abstract:
To estimate pancreatic neural activity and to assess the potential role of the pancreatic nerves in the regulation of hormone secretion, the methodology necessary to quantify neurotransmitter spillover and hormone output in the conscious dog was developed. A femoral artery and the superior pancreaticoduodenal vein (SPDV) were chronically cannulated, and a flow probe was placed on the SPDV. Hormone output was calculated using the pancreatic arteriovenous concentration difference and the SPDV plasma flow. Basal glucose levels were 103 +/- 1 mg/dl; the pancreatic outputs of insulin, glucagon, and
APA, Harvard, Vancouver, ISO, and other styles
33

Koç, 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 text
Abstract:
Purpose Domestic supports on Turkish agriculture have substantially increased over the past decade while empirical evaluation of their output impact is limited. Also, the existing literature often neglects potential spatial spillover effects of agricultural policies or subsidies. The purpose of this paper is to quantify the direct and spillover effects of Turkish agricultural domestic measures and agricultural credits use on the added agricultural value. Design/methodology/approach This study applied a spatial panel model incorporating spatial interactions among the dependent and explanatory v
APA, Harvard, Vancouver, ISO, and other styles
34

Li, 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 text
Abstract:
As an effective means to coordinate cost–benefit allocation of ecological protection between upstream and downstream cities, ecological compensation is often used to improve collaborative basin-wide freshwater resources management. Yet, due to the complex relationships between upstream and downstream ecosystem services, calculating eco-compensation is not an easy task. We used ecological spillover (the amount of local ecosystem services not used in the region and thus flows to downstream areas) and emergy analysis to determine the amount of eco-compensation that the city of Xuchang should pay
APA, Harvard, Vancouver, ISO, and other styles
35

Almeida, 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 text
Abstract:
The main point of this work is to assess how a financial distress in return series of the major Brazilian companies assets and relevant domestic market (Ibovespa) and main international index (Dow Jones) interact with each other, in an attempt to capture spillover effects. We try to capture the systemic risk, the contagion effect and the stress test. This paper uses the methodology CoVaR, described in the Adrian and Brunnermeier (2011) which use quantile regression. The main innovation of this work is the construction and estimation of the contagion matrix to domestic capital market. The resul
APA, Harvard, Vancouver, ISO, and other styles
36

Shih, 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 text
Abstract:
The enactment of the transfer of development rights (TDR) policy in Taiwan since the late 1990s is part of a broader trend of commodification and deregulation of development rights. This study examines the spillover effect of TDR on the sale prices of existing housing stock that constitutes the main housing market for the majority of urban residents. Three hedonic models, ordinary least squares (OLS) regression, quantile regression, and spatial lag regression, show that the presence of TDR utilization in real estate development is a significant price driver that generates a financial burden th
APA, Harvard, Vancouver, ISO, and other styles
37

Becker, 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 text
Abstract:
Disease emergence events, epidemics and pandemics all underscore the need to predict zoonotic pathogen spillover. Because cross-species transmission is inherently hierarchical, involving processes that occur at varying levels of biological organization, such predictive efforts can be complicated by the many scales and vastness of data potentially required for forecasting. A wide range of approaches are currently used to forecast spillover risk (e.g. macroecology, pathogen discovery, surveillance of human populations, among others), each of which is bound within particular phylogenetic, spatial
APA, Harvard, Vancouver, ISO, and other styles
38

Hung, 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 text
Abstract:
PurposeThis study examines the inter-linkages between Bitcoin prices and CEE stock markets (Hungary, the Czech Republic, Poland, Romania and Croatia).Design/methodology/approachThe dynamic contemporaneous nexus has been analyzed using both the multivariate DECO-GARCH model proposed by Engle and Kelly (2012) and quantile on quantile (QQ) methodology proposed by Sim and Zhou (2015). Our study is implemented using the daily data spanning from 6 September 2012 to 12 August 2019.FindingsFirst, the findings show that the average return equicorrelation across Bitcoin prices and CEE stock indices are
APA, Harvard, Vancouver, ISO, and other styles
39

Locke, 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 text
Abstract:
Many studies have used H (a measure of unpredictability derived from information theory) to quantify the complexity of descriptions of persons across multiple roles. Interpreting these studies is problematic, though, because H confounds unpredictability across roles (which is typically the construct of interest) and unpredictability within roles (which is simply a function of the proportion of traits endorsed). The need to control for unpredictability within roles was highlighted by 3 demonstration studies in which controlling for unpredictability within roles eliminated relations between well
APA, Harvard, Vancouver, ISO, and other styles
40

Pepin, 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 text
Abstract:
Reassortment is an evolutionary mechanism by which influenza A viruses (IAV) generate genetic novelty. Reassortment is an important driver of host jumps and is widespread according to retrospective surveillance studies. However, predicting the epidemiological risk of reassortant emergence in novel hosts from surveillance data remains challenging. IAV strains persist and co-occur in the environment, promoting co-infection during environmental transmission. These conditions offer opportunity to understand reassortant emergence in reservoir and spillover hosts. Specifically, environmental RNA cou
APA, Harvard, Vancouver, ISO, and other styles
41

Mori, 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 text
APA, Harvard, Vancouver, ISO, and other styles
42

Jović, 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 text
Abstract:
Abstract The financial system of Serbia is highly bank-centric and euroised, which is a common specific feature of financial systems in developing countries. High level of euroisation represents an adequate environment for the development of emphasized interaction of foreign exchange and credit risks; therefore, creation of the spillover mechanism of foreign exchange risk to credit risk is immanent for euroised systems. Although maintaining the stability of the dinar exchange rate is a secondary goal of the National Bank of Serbia in relation to price and financial stability as the primary goa
APA, Harvard, Vancouver, ISO, and other styles
43

Farag, 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 text
Abstract:
MERS-CoV (Middle East respiratory syndrome corona virus) antibodies were detected in camels since 1983, but the first human case was only detected in 2012. This study sought to identify and quantify possible drivers for the MERS-CoV emergence and spillover to humans. A list of potential human, animal and environmental drivers for disease emergence were identified from literature. Trends in possible drivers were analyzed from national and international databases, and through structured interviews with experts in Qatar. The discovery and exploitation of oil and gas led to a 5-fold increase in Qa
APA, Harvard, Vancouver, ISO, and other styles
44

Ngor, 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 text
Abstract:
AbstractRecent declines of wild pollinators and infections in honey, bumble and other bee species have raised concerns about pathogen spillover from managed honey and bumble bees to other pollinators. Parasites of honey and bumble bees include trypanosomatids and microsporidia that often exhibit low host specificity, suggesting potential for spillover to co-occurring bees via shared floral resources. However, experimental tests of trypanosomatid and microsporidial cross-infectivity outside of managed honey and bumble bees are scarce. To characterize potential cross-infectivity of honey and bum
APA, Harvard, Vancouver, ISO, and other styles
45

Khan, 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 text
Abstract:
Exposure of the banking system to the Global Financial Crisis attracted attention to the study of riskiness and spillover. This paper studies the pattern of systemic risk and size effect in the Indian banking sector. Based on market capitalization, three public sector banks and three from the private sector were taken. Data are taken from the year 2007 to 2020. The analysis is done through quantile- CoVaR (Conditional Value at Risk) and TENET (Tail-Event-Driven Network) measure. State variables like Indian market volatility and global risk measures negatively influence the Indian banks’ return
APA, Harvard, Vancouver, ISO, and other styles
46

Becker, 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 text
Abstract:
Sampling reservoir hosts over time and space is critical to detect epizootics, predict spillover and design interventions. However, because sampling is logistically difficult and expensive, researchers rarely perform spatio-temporal sampling of many reservoir hosts. Bats are reservoirs of many virulent zoonotic pathogens such as filoviruses and henipaviruses, yet the highly mobile nature of these animals has limited optimal sampling of bat populations. To quantify the frequency of temporal sampling and to characterize the geographical scope of bat virus research, we here collated data on filov
APA, Harvard, Vancouver, ISO, and other styles
47

Nalley, 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 text
Abstract:
This study estimates the proportion of rice yield increase in University of Arkansas Division of Agriculture's (UofA) released rice cultivars that are attributable to genetic improvements through the University's breeding program. Test plot data from eight UofA experiment stations were used to quantify the yield increases and potential yield growth decreases over time. In addition to quantifying the yield and yield variance evolution at the UofA, this study also calculates the economic benefits of the UofA rice breeding program. Results indicated that by releasing modern rice cultivars, the Uo
APA, Harvard, Vancouver, ISO, and other styles
48

TSVETANOV, 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 text
Abstract:
The assumption of a fixed amount of land remaining in agriculture regardless of changing climate conditions — one of the features of the “dumb farmer scenario” — is likely to bias the estimated social welfare impacts of climate change. In order to quantify this bias, we employ a demand-supply framework to determine both the amount of land allocated to agricultural and nonagricultural uses as well as the social welfare associated with this allocation choice when no market distortions exist. We present an application of our model to the Southeastern United States and simulate the effects of chan
APA, Harvard, Vancouver, ISO, and other styles
49

Arayssi, 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 text
Abstract:
PurposeThe aim of the paper is to examine the association of corporate governance (CG), the firms’ characteristics and the financial performance of firms operating in the Middle East and North Africa (MENA) region after Arab Spring. The study focuses on CG, exemplified by boards’ composition and ownership structure. It also explores the possible moderating effects of environmental social and governance characteristics (ESG), leverage and size on the relationship between CG and the company’s performance.Design/methodology/approachUsing Thomson-Reuters database, a sample of 67 firms was extracte
APA, Harvard, Vancouver, ISO, and other styles
50

Burthe, 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.

Full text
Abstract:
Zoonoses disproportionately affect tropical communities and are associated with human modification and use of ecosystems. Effective management is hampered by poor ecological understanding of disease transmission and often focuses on human vaccination or treatment. Better ecological understanding of multi-vector and multi-host transmission, social and environmental factors altering human exposure, might enable a broader suite of management options. Options may include “ecological interventions” that target vectors or hosts and require good knowledge of underlying transmission processes, which m
APA, Harvard, Vancouver, ISO, and other styles
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!