identifies countries that are the most likely sources of regional spillovers and those that are most likely to be impacted, and … channel for growth spillovers, while banking channels are less important but will remain a risk going forward. Finally, the …

methodology to estimate these two channels of spillovers. We first propose an index of a firm's sensitivity to consumer demand …

examines the extent to which crypto assets have moved to the mainstream by estimating the potential for spillovers between … analysis suggests that crypto and equity markets have become increasingly interconnected across economies over time. Spillovers … have increased by about 8-10 percentage points. Spillovers from the most traded stablecoin, Tether, to these indices have …

demand in value-added terms amplifies the international spillovers and synchronizing impact of growth shocks in China …

COVID-19 pandemic. Results show that spillovers among carbon, stock and bond markets change over time, driven notably by the …

This study uses the Multiplicative Error Model (MEM) to explore asymmetric volatility spillovers between crude oil and … spillovers and developed the spillover balance as well as asymmetric spillover indexes. We have then allowed these indexes to …