云南高校图书馆联盟文献共享服务平台- SPILLOVERS

SPILLOVERS: 作品数：30被引量：38H指数：4; 导出分析报告; 相关领域：经济管理更多>>; 相关机构：暨南大学更多>>; 相关期刊：《Financial Innovation》《Wuhan University Journal of Natural Sciences》《Social Sciences in China》《International Relations and Diplomacy》更多>>; 相关基金：国家自然科学基金国家社会科学基金上海市浦江人才计划项目更多>>

Time-varying spillovers in high-order moments among cryptocurrencies: 《Financial Innovation》2024年第1期2070-2108,共39页Asil Azimli; This study uses high-frequency(1-min)price data to examine the connectedness among the leading cryptocurrencies(i.e.Bitcoin,Ethereum,Binance,Cardano,Litecoin,and Ripple)at volatility and high-order(third and fourth or...; 关键词：SPILLOVERS High-order moments SKEWNESS KURTOSIS Cryptocurrencies

Market risk spillover and the asymmetric effects of macroeconomic fundamentals on market risk across Vietnamese sectors: 《Financial Innovation》2024年第1期1915-1943,共29页Duc Hong Vo Hung Le-Phuc Nguyen; Global economic downturns and multiple extreme events threaten Vietnam's economy,leading to a surge in stock market risk and significant spillovers.This study investigates market risk spillovers and explores the asymm...; 关键词：Market risks SPILLOVERS Asymmetric effects Macroeconomic indicators VIETNAM

Salience theory value spillovers between China’s systemically important banks:evidence from quantile connectedness: 《Financial Innovation》2024年第1期3028-3066,共39页Xiaoye Jin; Analyzing the interdependencies among financial institutions is critical for designing systemic risk monitoring mechanisms;however,most existing research focuses on the first moment of the return distribution,which fa...; 关键词：Salience theory value Extreme spillovers Quantile connectedness China's systemically important banks

Cryptocurrencies under climate shocks:a dynamic network analysis of extreme risk spillovers: 《Financial Innovation》2024年第1期352-390,共39页Kun Guo Yuxin Kang Qiang Ji Dayong Zhang; the support of a financial grant from the National Natural Science Foundation of China No.72348003,72022020,71974159,71974181;the Fundamental Research Funds for the Central Universities and MOE Social Science Laboratory of Digital Economic Forecasts and Policy Simulation at UCAS.; Systematic risks in cryptocurrency markets have recently increased and have been gaining a rising number of connections with economics and financial markets;however,in this area,climate shocks could be a new kind of i...; 关键词：Cryptocurrencies Extreme risk Climate shocks UNCERTAINTY Spillover effects

Global Spillovers of China's Monetary Policy被引量：1: 《China & World Economy》2024年第3期1-30,共30页Wenni Lei Dongzhou Mei Mi Zhang; support from the National Natural Science Foundation of China(No.71803008);the Fundamental Research Funds for Central Universities(No.2022QNPY32).; Spillovers from China's monetary policy have become increasingly obvious with China's growing importance in the global economy and its close economic and trade ties with the world.This study establishes a proxy struct...; 关键词：China's monetary policy commodity prices external instruments global trade SPILLOVERS

Dynamic Risk Spillovers in Non-Ferrous Metal Future Markets During COVID-19:A Frequency Domain Analysis: 《Journal of Systems Science and Information》2024年第1期47-63,共17页Guang YANG Xiaoyu LIU Dingxuan ZHANG Yunjie WEI; Supported by the National Natural Science Foundation of China(72171223,71801213,71988101)。; During the COVID-19 pandemic,the international financial markets experienced severe turbulence.Under the background of“Made in China 2025”,substantial entity enterprises have a large demand for non-ferrous metals.Wi...; 关键词：COVID-19 non-ferrous metals ensemble empirical mode decomposition risk spillover index

Dynamic connectedness and network in the high moments of cryptocurrency,stock,and commodity markets: 《Financial Innovation》2023年第1期2388-2427,共40页Waqas Hanif Hee‑Un Ko Linh Pham Sang Hoon Kang; financial support from Fundacao para a Ciencia e a Tecnologia under the project(Grant UIDB/04007/2020);supported by the Ministry of Education of the Republic of Korea and the National Research Foundation of Korea(NRF-2022S1A5A2A01038422).; This study examines the connectedness in high-order moments between cryptocurrency,major stock(U.S.,U.K.,Eurozone,and Japan),and commodity(gold and oil)markets.Using intraday data from 2020 to 2022 and the time and fr...; 关键词：SPILLOVERS High moments High frequency HEDGING

Research on interaction of innovation spillovers in the AI,Fin‑Tech,and IoT industries:considering structural changes accelerated by COVID‑19: 《Financial Innovation》2023年第1期204-232,共29页Chi‑Ming Ho; This paper aims to probe the influence of innovation spillovers in the artificial intelligence(AI)and financial technology(Fin-tech)industries on the value of the internet of things(IoT)companies.Python was utilized t...; 关键词：AI Covid-19 Fin-Tech Innovation spillover IOT

Extreme dependencies and spillovers between gold and stock markets:evidence from MENA countries: 《Financial Innovation》2023年第1期1449-1475,共27页Walid Mensi Debasish Maitra Refk Selmi Xuan Vinh Vo; support was received to carry out the study.; This study addresses whether gold exhibits the function of a hedge or safe haven as often referred to in academia.It contributes to the existing literature by(i)revisiting this question for the principal stock markets...; 关键词：Copula CoVaR Extreme dependence GOLD MENA markets Risk spillovers

Non-Symmetry of China’s and US Monetary Policy Spillovers:Theoretical Modelling and Empirical Analysis: 《China Economist》2023年第5期76-97,共22页Mei Dongzhou Zhang Mi; This study develops a structural vector autoregression(SVAR)framework to empirically examine the reciprocal transmission channels of monetary policies between China and the United States.The primary objective is to di...; 关键词：Monetary policy spillovers non-symmetry trade channel financial channel international policy coordination

SPILLOVERS