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The impact of inward FDI on output growth volatility : a country-sector analysis
Mensah, Isaac; Mensah, Emmanuel Kwasi - In: Research in globalization 3 (2021), pp. 1-15
While existing literature points to a positive impact of FDI on host countries’ growth, little is known about how inward FDI contributes to economic volatility in the host country. In this paper, we investigate the FDI-output growth volatility nexus focusing on manufacturing sectors of OECD...
Persistent link: https://www.econbiz.de/10013259908
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Global intersectoral production network and aggregate fluctuations
Barauskaite, Kristina; Nguyen, Anh D. M. - In: Economic modelling 102 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012797334
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Sectoral R&D intensity and exchange rate volatility : a panel study for OECD countries
Mahagaonkar, Prashanth; Schweickert, Rainer; Chavali, … - 2009
A recent literature has pointed at potential negative effects of exchange rate volatility on innovation. In this paper, we propose that there may be a direct effect as well as an indirect effect via export activity. We test these hypotheses for sectoral R&D intensities using OECD panel data for...
Persistent link: https://www.econbiz.de/10003864485
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Sectoral R&D intensity and exchange rate volatility : a panel study on economies of the OECD
Mahagaonkar, Prashanth; Schweickert, Rainer; Chavali, … - 2009
A recent literature has pointed at potential negative effects of exchange rate volatility on innovation. In this paper, we propose that there may be a direct effect as well as an indirect effect via export activity. We test these hypotheses for sectoral R&D intensities using OECD panel data for...
Persistent link: https://www.econbiz.de/10003887126
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Wide Volatility Spillover Networks
Furman, Yoel - 2014
cross-section of assets. We use elastic net estimation on a large, restricted VAR of realized measures to model these …
Persistent link: https://www.econbiz.de/10013051150
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Spillovers and asset allocation
Lai Trung Hoang; Baur, Dirk G. - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-31
estimates of expected returns, variances, and correlations and that estimation of spillovers is not necessary for asset …
Persistent link: https://www.econbiz.de/10012626370
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How does inter-industry spillover improve the performance of volatility forecasting?
Liu, Bin; Xiao, Wen; Zhu, Xingting - In: The North American journal of economics and finance : a … 65 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014309851
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Input-output linkages and the propagation of domestic productivity shocks : assessing alternative theories with stochastic simulation
Roson, Roberto; Sartori, Martina - In: Economic systems research : journal of the … 28 (2016) 1, pp. 38-54
Persistent link: https://www.econbiz.de/10011525115
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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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International economic policy uncertainty and stock prices : wavelet approach
Ko, Jun-Hyung; Lee, Chang-Min - In: Economics letters 134 (2015), pp. 118-122
Persistent link: https://www.econbiz.de/10011432368