The aim of the study is to analyze shock and volatility spillover between BIST Finance, Industry, Technology, Tourism, Transportation, Food, Retail-Trade sectors. In this direction, daily data obtained January 5, 2010, December 4, 2020, were analyzed using a new method named TVP-VAR Diebold Yılmaz Spillover Index developed by Antonakakis et al. (2019). Our results indicate that industrial finan...

Measuring the dynamic relationship between banking and industries with systemic importance has attracted much attention after the recent financial crisis. This paper examines the dynamic conditional correlations and volatility spillover using three popular multivariate GARCH models in the twelve-year period (from the beginning of 2005 to the beginning of 2016) among the fourteen systemically im...

Against the background of green development, technology innovation is an important driving force for high-quality economic development. Countries are facing energy shortages, environmental deterioration and other issues that limit development by extending innovation. The study aims to investigate impact its spillover effect on For this purpose, applies panel data 30 provinces in China from 2010...

Hydrogen spillover on carbon-based systems has been proposed as a viable alternative for room-temperature storage. Given the strength of the C-H bonds, however, it is unclear if spillover indeed takes place in such materials. We performed a first-principles study of H spillover on IRMOF-1. Spillover becomes thermodynamically stable only at high H coverage with a calculated Gibbs free energy of ...

This research employed a longitudinal panel to examine diffusion of information technology (IT) and its spillover from everyday contexts to vacations. Over the course of the research wireless access to Internet became more common and increasingly IT was brought or available on a trip and the decision of tourists to be off or on the Internet while vacationing became more pronounced. Panelists sh...

Regional green technological progress is an important driver of regional technology innovations. To explore in depth the impact finance and international spillover on innovation, this study incorporates finance, spillover, innovation into same analytical framework. In addition, based a new perspective capabilities, analyzes spillovers innovation. The data were collected 30 Chinese provinces fro...

The paper attempts to analyze the spillover effect of Foreign Direct Investment (FDI) across Indian manufacturing industries. Foreign presence by way of FDI brings new channels of technology spillover to the domestic industrial firms in the form of enhanced efficiency and diffusion of knowledge in the long-run. By carrying out Pedroni cointegration tests, the analysis tries to provide a long-ru...