This paper applies the Autoregressive Moving Average-Exponential General Autoregressive Conditional Heteroskedasticity (ARMA-EGARCH) in studying the spillover and leverage effects of returns and volatilities of China's Shanghai Stock Exchange (SSE) index, India's Bombay Stock Exchange index...

This study examines the contribution of absorptive capacity to the relationship between FDI spillover effects and firm-level green total factor productivity (GTFP) using the Malmquist-Luenberger productivity index approach combined with a threshold regression model. Using firm-level data from...