نتایج جستجو برای: bubbles spillover

تعداد نتایج: 17389  

Journal: Iranian Economic Review 2016

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...

Journal: :iranian economic review 0
saeed rasekhi department of economics, university of mazandaran, mazandaran, iran. zahra mila elmi department of economics, university of mazandaran, mazandaran, iran. milad shahrazi department of economics, university of mazandaran, mazandaran, iran.

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 spillover amon...

Journal: :Journal of risk and financial management 2021

This paper provides new empirical evidence on housing bubble timing, volatility spillover, and contagion between Japan its economic partners, namely, the United States, Eurozone, Kingdom. First, we apply a generalized sup ADF (GSADF) test to quarterly price-to-rent ratio from 1970Q1 2018Q4 detect explosive behaviors in prices. Second, analyze spillover prices partners using multivariate time-va...

ژورنال: Journal of Research and Health 2014

The conflict and spillover between work and family are the threatening factors for nurses’ wellbeing. The purpose of this study was to determine the relation between work-family conflict and spillover with psychological and somatic well being in nurses. This descriptive study was co-relational, and statistical population was the nurses of two public hospitals. Among them 256 nurses were selecte...

ژورنال: پیاورد سلامت 2015
زراعتی, مهناز, صالحی, راضیه, گل پرور, محسن,

Background and Aim: Work-family conflict and spillover are among threatening factors in hospital environment for nurses’ well being. The present research aimed to study the relationship of work-family conflict and spillover to affective well being among nurses. Materials and Methods: The research method was correlational and the statistical population consisted of female nurses of two public ho...

The impacts of the tourism industry on economic growth can be divided into two categories: direct and indirect (spillover) effects. In the field of tourism, direct impacts have been the subject of many studies but the analysis of spillover effects, particularly the effects from tourism infrastructure development, have received less attention. This study, with an analytical approach and along wi...

2009
Pengfei Wang Yi Wen

Why are asset prices so much more volatile and so often detached from their fundamental values? Why does the bursting of …nancial bubbles depress the real economy? This paper addresses these questions by constructing an in…nite-horizon heterogeneous agent general equilibrium model with speculative bubbles. We characterize conditions under which storable goods, regardless of their intrinsic valu...

2010
Philip Maymin

A deterministic trading strategy by a representative investor on a single market asset, which generates complex and realistic returns with its first four moments similar to the empirical values of European stock indices, is used to simulate the effects of financial regulation that either pricks bubbles, props up crashes, or both. The results suggest that regulation makes the market process appe...

Investment spillover effects include regional growth factors around the developed centers, which this study aimed investigate effects of industrial investment spillover in provinces of Iran and the quantifying of these effects. Accordingly, it uses the spatial econometrics to explore the indirect effects or industrial investment spillover. The results indicate that provinces with a higher gravi...

Journal: :اقتصاد و توسعه کشاورزی 0
محمد قهرمان زاده آزاده فلسفیان

the price volatility spillover effect indicates that price volatility in different markets can be mutually affected. the objective of the study is to analyze volatility price spillover effects on the vertical levels including input, wholesale and retail sale levels in the tehran beef supply chain. the multivariate generalized autoregressive conditional heteroskedastic (mvgarch) model was used b...

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