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Measuring persistence in volatility spillovers : conference paper
Conrad, Christian; Weber, Enzo - Wettbewerbspolitik und Regulierung in einer Globalen … - 2013
This paper analyzes volatility spillovers in multivariate GARCH-type models. We show that the cross-effects between the conditional variances determine the persistence of the transmitted volatility innovations. In particular, the influence of a foreign volatility innovation on a conditional...
Persistent link: https://www.econbiz.de/10010341118
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Connected funds
Fricke, Daniel; Wilke, Hannes - 2020
Investment funds are highly connected with each other, but also with the broader financial system. In this paper, we quantify potential vulnerabilities arising from funds' connectedness. While previous work exclusively focused on indirect connections (overlapping asset portfolios) between...
Persistent link: https://www.econbiz.de/10012421902
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The multifaceted impact of US trade policy on financial markets
Boer, Lukas; Menkhoff, Lukas; Rieth, Malte - 2020
We study the multifaceted effects and persistence of trade policy shocks on financial markets in a structural vector autoregression. The model is identified via event day heteroskedasticity. We find that restrictive US trade policy shocks affect US and international stock prices heterogeneously,...
Persistent link: https://www.econbiz.de/10012424229
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Vision, functional and cognitive determinants of motor vehicle incidents in older drivers
Stavrou, Eftyhia P. - 2006
accounts for the majority of the sensory input required for driving), processing ability and cognition have been shown to … incident occurrence was minimised. Association between all visual tests, cognition and scores obtained for non … variation in vision, functional performance and cognition, these tests of cognition and information processing should be added …
Persistent link: https://www.econbiz.de/10009438348
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The conceptual structure of product semantic models
Hughes, R S - 1999
experiential aspect of semantics and cognition. …
Persistent link: https://www.econbiz.de/10009465391
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Exploratory innovation, the influence of core technical knowledge structure and the breadth of managerial attention
Napshin, Stuart Alan - 2010
as well as cognition and recombinant innovation literatures.First, this dissertation addresses a gap in the attention …
Persistent link: https://www.econbiz.de/10009451040
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The impact of cognitive biases on information searching and decision making.
Lau, Annie Ying Shan, Centre for Health Informatics, … - 2006
This research is possibly the first study investigating the impact of cognitive biases on information searching and decision making. Set in the context of making health-related decisions, this research tests the hypotheses that (i) people experience cognitive biases during information searching;...
Persistent link: https://www.econbiz.de/10009484218
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Human performance in agile production systems : a longitudinal study in system outcomes, human cognition, and quality of work life.
Layer, John K. - 2005
specific attention towards the hypothesis that system outcomes are the causal result of worker human cognition and quality of …-machine interaction has not been fully comprehended, not to mention quantified; the role of human cognition is still under evaluation; and … outcomes, applicable elements of human cognition, and the quality of work life issues associated with the human performance in …
Persistent link: https://www.econbiz.de/10009429618
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Flatrates und die Faszination grenzenlosen Konsums : eine empirische Studie in der Mobilfunkbranche
Heidenreich, Sven Peter; Huber, Frank; Vogel, Johannes - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003716444