نتایج جستجو برای: risk spillover
تعداد نتایج: 948554 فیلتر نتایج به سال:
This paper investigates the price returns and volatility linkages between the foreign exchange (KRW) and stock (KOSPI) markets in Korea, using the cointegration test, and bivariate GJR-GARCH model. Our findings from empirical analysis are summarized as follows. First, there is no long-term equilibrium relationship between the KRW and KOSPI markets. Second, exogenous variables (yen/dollar exchan...
We tested the hypothesis that pressor infusions of angiotensin II (AII) could stimulate the sympathetic nervous system as reflected by norepinephrine (NE) spillover in humans. AII was infused at 5 ng/kg/min in six healthy volunteers, with vehicle and phenylephrine infusions as controls, on 3 separate days. Heart rate, mean arterial pressure, plasma NE, NE clearance, and NE spillover were assess...
The cross-edge spillover of subsidized predators from anthropogenic to natural habitats is an important process affecting wildlife, especially bird, populations in fragmented landscapes. However, the importance of the spillover of insect natural enemies from agricultural to natural habitats is unknown, despite the abundance of studies examining movement in the opposite direction. Here, we synth...
Introduced hosts populations may benefit of an "enemy release" through impoverishment of parasite communities made of both few imported species and few acquired local ones. Moreover, closely related competing native hosts can be affected by acquiring introduced taxa (spillover) and by increased transmission risk of native parasites (spillback). We determined the macroparasite fauna of invasive ...
Abstract This paper examines the effect of geopolitical risk (GPR) on return and volatility dynamics in Middle East North African (MENA) countries by using an ADCC-GARCH model a spillover approach. Unlike previous studies, we include GPR index to capture associated with wars, terrorist acts, political tensions. Moreover, test for both static dynamic analysis rolling window. In brief, findings h...
The hydrogen (H) spillover phenomenon has attracted considerable attention in the catalysis field. Many researchers have focused on the phenomenon itself, as well as its applications for advanced catalytic systems. In particular, H spillover on non-reducible materials, such as alumina, silica, and zeolites, is a controversial issue owing to the lack of understanding regarding its mechanistic pr...
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