نتایج جستجو برای: risk spillover
تعداد نتایج: 948554 فیلتر نتایج به سال:
With the rising importance of China’s role in the world economy, the Chinese economic fluctuation has become a more and more significant factor that influences the world economy. Therefore, it is an interesting issue for all circles as well as academicians that whether the real economic interconnection leads to volatility spillover between China’s and international stock markets. In this paper,...
The main objective of this study is modeling the dependency structure between the returns of oil markets, exchange rate and stocks of chemical products in Iran. For this purpose, the theory of Vine Copula functions is used to investigate the dependency structure. In addition to consider a linear relationship between financial markets in Iran, the nonlinear dependency structure of these markets ...
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...
Using the CAViaR tool to estimate the value-at-risk (VaR) and the Granger causality risk test to quantify extreme risk spillovers, we propose an extreme risk spillover network for analysing the interconnectedness across financial institutions. We construct extreme risk spillover networks at 1% and 5% risk levels (which we denote 1% and 5% VaR networks) based on the daily returns of 84 publicly ...
An understanding of volatility in stock markets is important for determining the cost of capital and for assessing investment and leverage decisions as volatility is synonymous with risk. Substantial changes in volatility of financial markets are capable of having significant negative effects on risk averse investors. Using daily returns from 1992 to 2002, we investigate volatility co-movement ...
An understanding of volatility in stock markets is important for determining the cost of capital and for assessing investment and leverage decisions as volatility is synonymous with risk. Substantial changes in volatility of financial markets are capable of having significant negative effects on risk averse investors. Using daily returns from 1992 to 2002, we investigate volatility co-movement ...
This paper reports an experiment in which subjects buy and sell lotteries in repeated markets under symmetric and asymmetric information. In the markets with asymmetric information a minority of the subjects, the informed, were given extra information about the lottery’s payout, so had an informational advantage over the majority, the uninformed. In the markets with symmetric information none o...
In times of uncertainty, the risks associated with engaging in international operations have increased substantially. Country risk reflects the ability and willingness of a country to service its foreign financial obligations. Such risk may be prompted by country-specific and regional economic, financial, political and composite factors. The paper provides a novel analysis of four risk ratings ...
The conflict and spillover between work and family are the threatening factors for nurses’ wellbeing. The purpose of this study was to determine the relation between work-family conflict and spillover with psychological and somatic well being in nurses. This descriptive study was co-relational, and statistical population was the nurses of two public hospitals. Among them 256 nurses were selecte...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید