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Fluctuating attention and financial contagion
Hasler, Michael; Ornthanalai, Chayawat - In: Journal of monetary economics 99 (2018), pp. 106-123
Persistent link: https://www.econbiz.de/10012109028
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Explainable artificial intelligence and economic panel data : a study on volatility spillover along the supply chains
Berger, Theo - In: Finance research letters 54 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014472730
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Network-based prediction of financial cross-sector risk spillover in China : a deep learning approach
Tang, Pan; Xu, Wei; Wang, Haosen - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10014534833
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A bibliometric review of volatility spillovers in financial markets : knowledge bases and research fronts
Chen, Jun; Yang, Lingling - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 5, pp. 1358-1379
Persistent link: https://www.econbiz.de/10012514878
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Dynamic spillover between oil price shocks and technology stock indices : a country level analysis
Umar, Zaghum; Mokni, Khaled; Manel, Youssef; Gubareva, … - In: Research in international business and finance 69 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10015052375
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The influence of structural changes in volatility on shock transmission and volatility spillover among Iranian gold and foreign exchange markets
Shahrazi, Mohammad Mahdi; Elmi, Zahra Mila; Abounoori, … - In: Iranian economic review : journal of University of Tehran 18 (2014) 2, pp. 73-86
Persistent link: https://www.econbiz.de/10011455410
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Two Trees with Heterogeneous Beliefs : Spillover Effect of Disagreement
Han, Bing - 2017
In a model where investors disagree about the fundamentals of two stocks, the state price density depends on investor disagreements for both stocks, especially the larger stock. This implies that disagreement among investors in a large firm has a spillover effect on the pricing of other stocks...
Persistent link: https://www.econbiz.de/10012972769
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Two trees with heterogeneous beliefs : spillover effect of disagreement
Han, Bing; Lu, Lei; Zhou, Yi - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 4, pp. 1791-1819
Persistent link: https://www.econbiz.de/10012139954
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Idiosyncratic risk and spillover effect in REIT returns
Hui, Eddie Chi Man; Wang, Ziyou - In: International journal of strategic property management 22 (2018) 6, pp. 457-470
Persistent link: https://www.econbiz.de/10011998439
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The spillover effect of agricultural product market price fluctuation based on fourier analysis
Zhang, Canyu; Tian, Guixian; Tao, Yongchao - In: International journal of information systems and supply … 15 (2022) 5, pp. 1-17
Persistent link: https://www.econbiz.de/10014299668