Topic
Spillover effect
About: Spillover effect is a research topic. Over the lifetime, 7869 publications have been published within this topic receiving 167367 citations.
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TL;DR: It is shown that most cites in Bohai Rim have high-high, low-low aggregation characteristics and the economic effects of per capita GDP, industrial structure upgrades on eco-efficiency are determined according to a spatial Durbin model.
110 citations
TL;DR: The authors examined the impact of economic policy uncertainty (EPUE) on bank liquidity hoarding and found that banks hoard liquidity overall and through all three components, including asset, liability, and off-balance sheet activities.
109 citations
TL;DR: In this paper, the authors investigated the spillover effects and time-frequency connectedness between S&P 500, crude oil prices, and gold asset using both Diebold and Yilmaz (2012) and the wavelet coherence to evaluate whether the time-varying dynamic return spillover index exhibited the intensity and direction of transmission during the Covid-19 outbreak.
109 citations
TL;DR: This article examined the level of interdependence and volatility transmission in global agricultural futures markets and found that agricultural markets are highly interrelated and there are both own and cross-varying volatility spillovers and dependence among most of the exchanges.
Abstract: This paper examines the level of interdependence and volatility transmission in global agricultural futures markets. We follow a multivariate GARCH approach to explore the dynamics and cross-dynamics of volatility across major exchanges of corn, wheat, and soybeans between the United States, Europe, and Asia. We account for the potential bias that may arise when considering exchanges with different closing times. The results indicate that agricultural markets are highly interrelated and there are both own- and cross- volatility spillovers and dependence among most of the exchanges. The results also show the major role Chicago plays in terms of spillover effects over the other markets, particularly for corn and wheat. Additionally, the level of interdependence between exchanges has only increased in recent years for some of the commodities.
109 citations
TL;DR: In this paper, the authors investigated regional FDI knowledge spillover effects on product innovation of China's indigenous electronic firms and found that localized innovative-related activities of foreign-invested firms significantly facilitate product innovation in domestic firms.
109 citations