Law enforcement spillover effects in the financial sector

Research on Spillover Effects in Financial Risk

The research on spillover effect in financial markets is frontier theory and technology. The global financial crisis of 2007-2009 affects the stock markets deeply. But, the economic consequences are different among some cross-markets. As an emerging high-speed growth securities market established in 1990, the Chinese securities market has developed significantly. Again in the current internatio...

Beyond law enforcement – governing financial markets in Chinaand Russia

the impact of e-readiness on ec success in public sector in iran the impact of e-readiness on ec success in public sector in iran

acknowledge the importance of e-commerce to their countries and to survival of their businesses and in creating and encouraging an atmosphere for the wide adoption and success of e-commerce in the long term. the investment for implementing e-commerce in the public sector is one of the areas which is focused in government‘s action plan for cross-disciplinary it development and e-readiness in go...

Testing the Sensitivity of Spillover Effects Across Financial Markets

Although market interdependence would seem to be conceptually straightforward, being based on international fundamentals, there are no generally accepted testing strategies. This paper tests for the sensitivity of the empirical results reported in Veiga and McAleer (2004), who use the vector autoregressive moving average asymmetric generalised autoregressive conditional heteroskedasticity (VARM...

Empirical Analysis of Volatility Spillover Effects in International Financial Markets

Volatility spillover effect in international financial markets is one of the principal issues that widely attract academic and industrial scholars’ attention. Through constructing a binary GARCH-BEKK model, this study empirically tests the volatility effects among stock market, gold market, WTI crude oil futures market and spot market, and concludes that there is bidirectional volatility spillo...