نتایج جستجو برای: risk spillover
تعداد نتایج: 948554 فیلتر نتایج به سال:
The relationship between oil prices and metal has been extensively investigated. However, the tail risk, systemic risk spillover of have not investigated via extreme value theory (EVT). We use this novel approach to determine oil, precious metals, how much they pose financial system what extent a shock in spill over other metals as well from system. long time series daily data 1st January 1987 ...
Changes in measures of heart rate variability (HRV) have been associated with an increased risk for sudden cardiac death. The mechanisms underlying this association are not known. The objective of this study was to assess the relationship between the amount of norepinephrine (NE) released from the cardiac sympathetic terminals and short-term HRV. The study comprised 8 healthy subjects, 12 patie...
Hendra virus (HeV) causes a zoonotic disease with high mortality that is transmitted to humans from bats of the genus Pteropus (flying foxes) via an intermediary equine host. Factors promoting spillover from bats to horses are uncertain at this time, but plausibly encompass host and/or agent and/or environmental factors. There is a lack of HeV sequence information derived from the natural bat h...
The main objective of this study is to analyze spillover fluctuations between inflation fluctuation and (un)employment fluctuation in relation to agriculture, industry and services sectors of Iran. In line with this, PANEL in Mean-MGARCH model has been used concerning Iran’s agriculture, industry and services sectors over the period of time from spring 2002 to winter 2016. The results show that...
Interdependence has been commonly studied for stock or exchange rate markets. The recent European sovereign deft crisis shifted interest to sovereign bond markets. Although there is by now strong evidence that sovereign risk premia are driven by a common factor, little is known about the detailed linkages between sovereign bond markets. To fill this gap, we analyse bilateral linkages between EU...
Decision making in risky situations is frequently required in our everyday lives and has been shown to be influenced by various factors, some of which are independent of the risk context. Based on previous findings and theories about the central role of perceptions of control and their impact on subsequent settings, spillover effects of subjective loss of control on risky decision-making are as...
insurers have in the past few decades faced longevity risks - the risk that annuitants survive more than expected - and therefore need a new approach to manage this new risk. in this dissertation we survey methods that hedge longevity risks. these methods use securitization to manage risk, so using modern financial and insurance pricing models, especially wang transform and actuarial concepts, ...
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: ...
We investigate the effect of legal risk on private information spillover from syndicated loan borrowers to equity markets. find evidence that is consistent with leakage provided institutional investors in monthly reports. expect insiders avoid adverse consequences noise trading by timing trades closely before public announcements. Consistent this expectation, during a period low risk, we observ...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید