Ron McIver

TL;DR: In this article, the authors examined spillover effects among six commodity futures markets by employing the multivariate DECO-GARCH model and the spillover index and found that the spillovers increased sharply during economic and financial turmoil, diminishing the benefits of international portfolio diversification for investors.

TL;DR: Li et al. as mentioned in this paper provided empirical evidence on the influence of corporate governance characteristics and corporate ownership concentrations on the financial performance of Chinese companies based on analysis of a panel data set covering the years 2001 to 2005.

TL;DR: In this paper, the authors use dynamic conditional correlations and wavelet coherence to examine the hedging and diversification properties of gold futures vis-a-vis Bitcoin prices and reveal whether the bubble patterns of behavior in gold futures prices can be used to hedge against the bubble behavior in the Bitcoin market in the short-term, and vice versa.

TL;DR: In this paper, the authors examined the spillover dynamics between the U.S. and BRICS stock markets using the multivariate DECO-GJR-GARCH model and spillover index method.

TL;DR: The authors investigated the asymmetric and long memory volatility properties and dynamic conditional correlations between Brazilian, Russian, Indian, Chinese, and South African stock markets and commodity (gold and oil) futures markets, using the trivariate DCC-fractionally integrated asymmetric power autoregressive conditional heteroskedasticity (FIAPARCH) model.