T his paper investigates the existence of possible spillover effects among four main asset markets namely foreign exchange, stock, gold, and housing markets in Iran from 2002:03 to 2015:06. For this purpose, we have exploited Sigma-Point Kalman Filter (SPKF) to extract the bubble component of assets prices in the aforementioned Markets. Then, in order to analyze the price bubbles spi...

This paper examines the effects of technology spillover from FDI based on panel data analysis of Chinese large-scale domestic manufacturing industries. We use the panel data of 27 Chinese manufacturing industries from 2001 to 2007. We estimate technology spillover effects by two steps. First, we estimate the total factor productivity of domestic firms’ and foreign firms’ by Cobb-Douglas Product...

Drawing on two waves of survey data conducted six months apart in 2006, this study examined the impacts of a team-level flexibility initiative (ROWE--results only work environment) on changes in the work-home spillover and health behavior of employees at the Midwest headquarters of a large U.S. corporation. Using cluster analysis, we identified three distinct baseline spillover constellations: ...

The longitudinal, multisource, multimethod study presented herein examines the role of employees’ work-family integration in the spillover of daily job satisfaction onto daily marital satisfaction and affective states experienced by employees at home. The spillover linkages are modeled at the within-individual level, and results support the main effects of daily job satisfaction on daily marita...

Research has evidenced support for the spillover model, which asserts that parents' marital functioning influences their parenting and coparenting behavior in dyadic (mother-child and father-child) and triadic (mother-father-child) family contexts. However, few studies have simultaneously investigated the spillover model in both parenting and coparenting systems, preventing examination of wheth...

Under the U.S. Special Nutrition Program for Women, Infants, and Children (WIC) program, the three major infant formula manufacturers compete for WIC supply contracts, state by state. Policy makers have been puzzled by why the contracted WIC price is extremely low compared to the non-WIC price. Our explanation is that winning the WIC contract is extremely valuable to a manufacturer because of a...

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...