Showing 8,951 - 8,960 of 102,428
This research explores dynamic connectedness amongst financial markets using the novel financial risk measure, global common volatility (COVOL) [Engle and Campos-Martins, 2023] and four major asset price implied volatility measures using a TVP-VAR framework. Considering a number of major...
Persistent link: https://www.econbiz.de/10014350494
e-commerce legislation and fintech adoption, demonstrating the interconnected nature of these elements in the world of …
Persistent link: https://www.econbiz.de/10014350581
Global economic shocks, geopolitical tensions, and an intensified backlash against globalization are changing the …
Persistent link: https://www.econbiz.de/10014350971
find reliable evidence that green stocks earned higher returns than brown stocks around the world. This outperformance is …
Persistent link: https://www.econbiz.de/10014351319
reduce financial exclusion through web-enabled and mobile applications; this way, a majority of the world’s 2.5 billion …
Persistent link: https://www.econbiz.de/10014351959
Employing the TVP-VAR connectedness index and nonparametric causality-in-quantiles test, this paper investigates the causal effect of global geopolitical risk on the dynamic volatility connectedness within China's sectoral stock markets. The results reveal volatility connectedness among...
Persistent link: https://www.econbiz.de/10014352547
We analyze the effects of disasters on the global value chain based on comprehensive data from 62 countries between 2007 and 2020. On average, a typical disaster reduces total exports by -1.48%, inter-mediate exports by -1.69%, forward linkage by -1.93%, and backward linkage by -1.77%. These...
Persistent link: https://www.econbiz.de/10014352953
In this Global VEC study, we assess major economies' global influence through forecast error variance decomposition of real output growth. We find that the US has the greatest impact on an average foreign economy (9.8%), primarily via equity markets and interest rates. It is followed by the Euro...
Persistent link: https://www.econbiz.de/10014353101
The present study assesses how governance affects information and communication technology at the global level contingent on macroeconomic policy factors such as trade, foreign investment, manufacturing value added and agriculture value added. The focus of the study is on 183 countries for the...
Persistent link: https://www.econbiz.de/10014353305
This paper proposes a new explanation for the rise in top performers’ income based on an asymmetry in globalization … country with globalized performances, the globalization dynamics (growing number of countries involved in the global market … inequality by the top. In contrast, when globalization is symmetric (all countries producing globalized performances), there is …
Persistent link: https://www.econbiz.de/10014353357