return and volatility spillovers are important for portfolio selection, asset valuation and market efficiency investigation. using a var-bekk framework model, this paper investigates return and volatility spillover effects between three size-sorted equity indices in tehran stock exchange (tse). although daily return of large stocks leads small stocks (lead-lag effect), there wasn’t any spillove...

With increasing participation in the global value chain (GVC), China’s economy has gradually entered middle and late stages of industrialization vigorous urbanization. However, accompanying problems, such as low-quality economic growth, excessive consumption resources, scarce energy supply environmental pollution, have also become major issues that social development must be solved. Therefore, ...

This study examines the spillover effects of foreign direct investment (FDI) on green technology progress rate (as measured by the green total factor productivity). The analysis utilizes two measures of FDI, labor-based FDI and capital-based FDI, and separately investigates four sets of industry classifications-high/low discharge regulation and high/low emission standard regulation. The results...

ABSTRACT This study explores the short-run spillover effects of popular research papers. We consider the publicity of 'Male Organ and Economic Growth: Does Size Matter?' as an exogenous shock to economics discussion paper demand, a natural experiment of a sort. In particular, we analyze how the very substantial visibility influenced the downloads of Helsinki Center of Economic Research discussi...

Partial volume effects in positron emission tomography (PET) lead to quantitative under- and over-estimations of the regional concentrations of radioactivity in reconstructed images and corresponding errors in derived functional or parametric images. The limited resolution of PET leads to "tissue-fraction" effects, reflecting underlying tissue heterogeneity, and "spillover" effects between regi...

This paper demonstrates that investor irrationality can be contagious across markets. Studies addressing the pros and cons of opening derivatives markets have failed to pay sufficient attention to the roles of speculative activities. This paper investigates how trading activities that are unrelated to fundamentals affect the impact of derivatives on stock markets. By using unique data from the ...

This paper proposes an integrated TVP-VAR model to investigate the volatility spillover mechanisms among different financial markets as well their respective roles in global transmission system, including China’s carbon market, crude oil, new energy, energy automobile, coal and natural gas markets, which is named market. Utilizing time-varying indices (TVP-DY), we find that there are obvious dy...

Edge effects in fragmented natural habitats may De exaceroateci by intensive land use in the surrounding landscape. Given that most managed systems have higher primary productivity than adjacent natural systems, theory suggests that bottom-up subsidized consumers are likely to spill over from managed to natural habitats. Furthermore, the magnitude of spillover is likely to differ between genera...

This study examined the effects of low doses of intravenous clonidine on regional and global sympathetic nervous system activity in heart failure. In heart failure, adrenoceptor-blocking treatments have a limited sphere of activity. Centrally acting sympatholytic therapies should be further investigated, with a specific emphasis on targeting cardiac and renal sympathetic overactivity. In 10 pat...

Purpose. Myocardial blood flow (MBF) quantification with 82Rb positron emission tomography (PET) is gaining clinical adoption, but improvements in precision are desired. This study aims to identify analysis variants producing the most repeatable MBF measures. Methods. 12 volunteers underwent same-day test-retest rest and dipyridamole stress imaging with dynamic 82Rb PET, from which MBF was quan...