Financial market spillovers around the globe

Internet Timekeeping Around the Globe

This paper describes a massive survey of Network Time Protocol @TI") servers and clients in order to discover statistics of time and frequency mm, as well as determine the health and welfare of the NTP synchronization subnet operating in the global Internet. Among the conclusions of the survey are that most NTP clocks are within 21 ms of their synchronization sources and all are within 29 ms on...

Integrative Nursing Around the Globe

3 Editorial N urses and other healthcare professionals from around the world are meeting May United States are gathering to explore how integrative nursing is being implemented in various settings and with diverse patient populations. Presentations will focus on characteristics of successful integrative health programs as well as the emerging research agenda underlying integrative nursing. A ma...

Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence

Using credit default swap data, we propose a novel empirical framework to identify the structure of credit risk networks across international major financial institutions around the recent global credit crisis. The findings shed light on the credit risk transmission process and helps identify key financial institutions. Specifically, we identify three groups of players including prime senders, ...

Modeling Volatility Spillovers in Iran Capital Market

This paper investigates the conditional correlations and volatility spillovers between the dollar exchange rate return, gold coin return and crude oil return to stock index return. Monthly returns in the 144 observations (2005 - 2017) are analyzed by constant conditional correlation, dynamic conditional correlation, VARMA-GARCH and VARMA-AGARCH models. So this paper presents interdependences in...

Financial market crisis and financial market channel