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A survey of hedge and safe havens assets against G-7 stock markets before and during the COVID-19 pandemic

Ozdemir, Huseyin; Ozdemir, Zeynel Abidin - 2021

We propose a new Sharpe ratio index obtained from return and volatility spillover indices to individual assets from the …-haven assets after Covid-19. To do that, we compare both hedge and safe-haven properties of gold, Bitcoin, and crude oil against G …-7 stock markets by using daily return and volatility data from September 2013 to October 2021. Our empirical findings …

Persistent link: https://www.econbiz.de/10012705552

Volatility spillover between oil prices and main exchange rates : evidence from a DCC-GARCH-connectedness approach

Ben Salem, Leila; Zayati, Montassar; Nouira, Ridha; … - 2024

contagion spillover volatility by focusing on a sample of major oil-exporting and oil-importing countries using daily data from … volatility transmission between oil prices and exchange-rate markets. However, the COVID-19 pandemic and the Russian …. This suggests that volatility contagion between these two markets continues to exist, thus emphasising the role of oil …

Persistent link: https://www.econbiz.de/10014494631

Globalization and innovation in emerging markets

Gorodnichenko, Yuriy (contributor); … - 2008

Globalization brings opportunities and pressures for domestic firms in emerging market economies to innovate and improve their competitive position. Using recent data on firms in 27 transition economies, we test for the effects of globalization through the impact of increased competition and...

Persistent link: https://www.econbiz.de/10003652694

When does FDI have positive spillovers? : Evidence from 17 emerging market economies

Gorodnichenko, Yuriy (contributor); … - 2007

We use firm-level data and national input-output tables from 17 countries over the 2002-2005 period to test new and existing hypotheses about the impact of foreign direct investment (FDI) on the efficiency of domestic firms in the host country (i.e., spillovers). Providing evidence from a larger...

Persistent link: https://www.econbiz.de/10003561639

Suppliers of multinationals and the forced linkage effect : evidence from firm level data

Godart, Olivier N.; Görg, Holger - 2013

Using information on more than 1000 firms in a number of emerging countries, we find quantitative evidence that suppliers of multinationals that are pressured by their customers to reduce production costs or develop new products have higher productivity growth than other firms, including other...

Persistent link: https://www.econbiz.de/10009697638

When does FDI have positive spillovers? : evidence from 17 transition market economies

Gorodnichenko, Yuriy; Švejnar, Jan; Terrell, Katherine D. - 2013

We use rich firm-level data and national input-output tables from 17 countries over the 2002-2005 period to test new and existing hypotheses about the impact of foreign direct investment (FDI) on the efficiency of domestic firms in the host country (i.e., spillovers). We document that backward...

Persistent link: https://www.econbiz.de/10010227718

Air pollution exposure and COVID-19

Cole, Matthew A.; Ozgen, Ceren; Strobl, Eric - 2020

In light of the existing preliminary evidence of a link between Covid-19 and poor air quality, which is largely based upon correlations, we estimate the relationship between long term air pollution exposure and Covid-19 in 355 municipalities in the Netherlands. Using detailed secondary and...

Persistent link: https://www.econbiz.de/10012239021

Spillover effects of energy transition metals in Chile

Agnese, Pablo; Rios, Francisco - 2023

, likely as a result of bitcoin's extensive use of energy and the uncertainty and volatility that characterize post-covid times. …

Persistent link: https://www.econbiz.de/10014230169

When the market drives you crazy : stock market returns and fatal car accidents

Guilietti, Corrado; Tonin, Mirco; Vlassopoulos, Michael - 2018

The stock market influences some of the most fundamental economic decisions of investors, such as consumption, saving, and labor supply, through the financial wealth channel. This paper provides evidence that daily fluctuations in the stock market have important - and hitherto neglected -...

Persistent link: https://www.econbiz.de/10011893801

On the exchange rate and economic policy uncertainty nexus: a panel VAR approach for emerging markets

Abid, Abir; Rault, Christophe - 2020

We examine the Exchange Rate Volatility (ERV) response to the Economic Policy Uncertainty (EPU) shocks from a panel VAR …

Persistent link: https://www.econbiz.de/10012239005

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