Topic
Spillover effect
About: Spillover effect is a research topic. Over the lifetime, 7869 publications have been published within this topic receiving 167367 citations.
Papers published on a yearly basis
Papers
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TL;DR: The authors investigated the spillover of U.S. economic uncertainty on the stock market volatility of six industrialized and three emerging-market countries, using a bivariate GARCH-MIDAS model.
70 citations
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22 Feb 2019TL;DR: In this paper, the authors examined the financial cointegration and spillover effect of the global financial crisis to emerging Asian financial markets (India, China, Pakistan, Malaysia, Russia and Korea).
Abstract: This paper examines the financial cointegration and spillover effect of the global financial crisis to emerging Asian financial markets (India, China, Pakistan, Malaysia, Russia and Korea). The ana...
70 citations
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TL;DR: In this article, the empirical evidence on the very different conclusions that can be drawn about productivity spillovers of foreign direct investment is reviewed, and host country policy measures which can accelerate both the BC affiliates' technology imports and the diffusion of their technology in the host economies are discussed.
Abstract: This paper reviews the empirical evidence on the very different conclusions that can be drawn about productivity spillovers of foreign direct investment. It explains the concept of host country spillover benefits, describes the various forms these benefits can take, both within and between industries, and summarizes the evidence regarding the relative magnitudes of the various forms of spillovers. Moreover, the paper discusses host country policy measures which can accelerate both the BC affiliates' technology imports and the diffusion of their technology in the host economies.
70 citations
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TL;DR: In this article, the impact of COVID-19 on cross-market linkages was explored by applying the TVP-VAR based connectedness index method and individually focused on the total, net, and pairwise connectedness.
70 citations
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TL;DR: In this paper, the authors investigate extreme risk spillover effects among four major world gold markets (London, New York, Tokyo and Shanghai) before and after the recent global financial crisis.
70 citations