Search Results - subject_exact:"Spillover effect"

Can soybean tariff shocks trigger abnormal asymmetric phenomena in futures markets? : evidence from the 2025 U.S.-China trade friction

Chen, Arthur Walter; Zhang, Zichen - 2026

This study, set against the backdrop of escalating trade tensions between China and the United States, examines the impact of soybean tariff adjustments on the abnormal asymmetric behavior in the futures market. By employing specialized analytical methods that capture market volatility asymmetry...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015591120

Aesthetic value or appreciation potential : measuring spillover effects of house alterations on neighbouring properties in the UK

Liu, Yangfanqi; Bao, Helen X. H. - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015620956

Assessing the impact of algorithmic quantity regulations on sharing platforms : evidence from Airbnb in Paris

Tripathi, Shagun; Petropoulos, Georgios; Kyriakou, Harris - 2025

In recent years, several automated caps, or algorithmic quantity regulations (AQRs), have been deployed to police supply conditions in sharing economy platforms. AQRs constitute a paradigm shift in platform regulation, as they enable exhaustive, and low-cost enforcement, thus comprehensively...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015371992

How do banks respond to supplier IPOs?

Bae, Sung-chul; Hasan, Iftekhar; Liu, Liuling; Wang, Haizhi - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015457968

Total factor productivity and spillover effects : frontier and Laggard firms dynamics

Akarsu, Okan - 2025

In this paper, I explore the spillover effects of frontier firms on other firms in Türkiye, using a detailed administrative dataset with firm-level data on balance sheets, inter-firm transactions, and employment. I review key production function estimators, evaluate their assumptions and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015458375

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Total factor productivity and spillover effects : frontier and laggard firms' dynamics

Akarsu, Okan - 2025

Book / Working Paper

Spillover nexus among green cryptocurrency, sectoral renewable energy equity stock and agricultural commodity : implications for portfolio diversification

Kaur, Rajbeer; Kumar, Parveen; Rădulescu, Magdalena; … - 2025

In recent decades, the rising challenges posed by climate change have prompted investors to take a keen interest in green assets and incorporate them into their portfolios to achieve optimal returns. Therefore, this article explores the static and dynamic connectedness between renewable energy...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015596273

Causal inference using antidotal variables

Das, Tirthatanmoy; Polachek, Solomon W. - 2025

This paper shows that incorporating what we call antidotal variables (AV) into a causal treatment effects analysis can with one cross-sectional regression identify the causal effect, the spillover effect, as well as possible biases from selectivity. We apply the AV technique to analyze leave...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015644922

Estimating spillover effect from international oil market to stock market : evidence from Korean portfolio-level analysis

Choi, Sunghee - 2024

Using a diagonal BEKK model, this paper estimates a spillover effect from the international crude oil market to the Korean stock market. Empirical results suggest that shocks and volatility in Dubai oil prices are significantly transmitted into twenty portfolios of the Korean stock market. Also,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014635909

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Estimating spillover effect from international oil market to stock market: Evidence from Korean portfolio-level analysis

Choi, Sunghee - 2024

Article

The spillover effect between credit ratings : COVID-19 crisis perspective

Chodnicka-Jaworska, Patrycja; Obeid, Hassan; Jaworski, Piotr - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014507879

Participation in biodiversity schemes and environmental performance : overall farm-level impact and spillover effects on non-enrolled land

Zimmert, Franziska; Jan, Pierrick; Bonev, Petyo - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015332856

University technological output and industrial specialization in Italian regions

De Marco, Antonio; Caviggioli, Federico - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015404039

Fear divides, not unites : volatility transmission and decoupling between cryptocurrency and renewable energy markets

Al-Harbi, Ahmad - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616819

Digital transformation, human capital upgrading, FDI spillover and green total factor productivity : evidence from Vietnamese provinces

Nguyen Thuy Trang; Phung Mai Lan - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616873

Spillover effects in green and traditional assets during global crises : evidence from TVP-VAR analysis

Chiaka, Felicia; Deanita, Gwenda; Fitriya Fauzi - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617060

Trade war shocks and volatility spillovers between fossil fuel markets and biofuel feedstocks : empirical evidence from the US-China trade dispute

Avazkhodjaev, Salokhiddin; Dhiensiri, Nont; Rakhimov, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617190

From liquor to LPG : spillover effects of alcohol prohibition on clean fuel adoption

Dhamija, Gaurav; Gupta, Sagnik Kumar; Ojha, Manini - 2026

This paper examines whether Bihar's 2016 alcohol prohibition generated spillover effects on household adoption of Liquefied Petroleum Gas (LPG) as a primary cooking fuel. Although clean cooking lies outside the policy's intended scope, prohibition may affect fuel choice by altering household...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015618069

Volatility spillover effects in foreign exchange markets among China, Japan, and South Korea

Yu, Bok-Keun; Kim, Kwon Sik - 2026

This paper analyzes the dynamic spillover effects of exchange rate volatility among the foreign exchange markets of China, Japan, and South Korea from January of 2010 to March of 2024 based on exchange rate determination theories, the GJR-GARCH model, and the TVP-VAR model. The key empirical...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654863

Parental leave quotas and workplace spillovers

Ahlzén, Malin Tallås - 2026

This paper studies how parental leave quotas may foster a more gender-equal division of parental responsibilities by increasing fathers' uptake of leave beyond the reserved amount. Specifically, the paper examines whether the introduction and expansion of 30-days parental leave quotas in Sweden...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015608773

Strong spatial spillovers determine neighborhood shape and neighborhood change

Aliprantis, Dionissi; Lin, Jeffrey - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609902

Backward spillovers and equalized access : the effects of the Bologna process across Italy's education system

Cappellari, Lorenzo; Morelli, Marco - 2026

This paper estimates the causal effects of the Bologna Process reform in Italy, analyzing the impact of the introduction of the “3+2” degree structure at different stages of the educational system. We implement multiple Difference-in-Differences designs on a nationally representative dataset...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015612458

Do R&D spillovers support low-carbon transition? : firm-level evidence from Finnish energy-intensive manufacturing

Kuosmanen, Natalia; Kuosmanen, Timo; Zhou, Xun - 2026

A structural shift from fossil fuel-based energy systems to renewable, sustainable energy sources critically depends on research and development (R&D) activities at the firm-level. This study examines the contribution of R&D spillovers from other firms to greenhouse gas (GHG) emissions in...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015612482

Technology spillovers, diffusion and rivalry in firm networks

Bilgin, Nuriye Melisa; Faia, Ester; Ottaviano, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015613812

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Technology spillovers, diffusion and rivalry in firm networks

Bilgin, Nuriye Melisa; Faia, Ester; Ottaviano, … - 2024

Book / Working Paper

Do foreign firms influence the energy efficiency of local firms in low-income countries? : evidence from Ethiopia

Ambaw, Dessie Tarko; Banerjee, Rajabrata; Mengistie, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614059

Sports betting across borders : spatial spillovers, credit distress, and fiscal externalities

Goss, Jacob; Mangrum, Daniel - 2026 - Revised March 2026

Since the 2018 Murphy v. NCAA decision, 38 states have legalized mobile sports betting. We study effects on betting and consumer credit, emphasizing spatial spillovers across state lines. Using consumer spending data and an extended two-way fixed effects framework that separately identifies...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614722

Heterogeneous effects of monetary policy surprises on bond fund flows

Blanco, Sébastien; Koomen, Miriam; Yeşin, Pınar - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015615519

Risk without borders : a transfer entropy analysis of geopolitical spillovers in low- and lower-middle-income markets

Almeida, Dora; Ferreira, Paulo; Aslam, Faheem - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616644

The spillovers of LSAPs on banks in the euro area

Graziano, Marco; Koechlin, Marius; Tischbirek, Andreas - 2026

We study the spillovers of large-scale asset purchases (LSAPs) in the U.S. on financial intermediation in the euro area using bank-level supervisory data and high-frequency identified policy surprises. Our detailed panel data permit us to trace the impact of LSAPs through bank balance sheets. We...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015592007

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The spillovers of LSAPs on banks in the euro area

Graziano, Marco; Koechlin, Marius; Tischbirek, Andreas - 2026

Book / Working Paper

Private money and public debt. U.S. Stablecoins and the global safe asset channel

Ferrari, Massimo Minesso; Siena, Daniele - 2026

This paper studies the international macro-financial implications of U.S. dollar-backed payment stablecoins. These digital assets create a new global safe asset channel that links private money creation and global payment needs directly to U.S. public debt. By reshaping the demand for safe...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015592687

Do banks respond to their friends' markets? : social spillovers in deposit pricing

Anyphantakē, Sophia; Avramidis, Panagiotis; Martynova, … - 2026

We study how deposit rate shocks transmit across banking markets through digital social ties. Depositors' inattention implies that households react to outside rate changes only when social networks make these changes salient, inducing connected banks to raise their own rates. Using merger-driven...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015592766

Tension in financial reporting : reacting to a peer bankruptcy announcement

Delshadi, Mahmoud; Hammami, Ahmad; Magnan, Michel - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015597293

Crowded career ladders? : intra-firm spillovers of raised retirement age

Badalyan, Sona - 2026

I study how delayed retirements reshape firms internal labor markets, leveraging a German reform that raised womens early retirement age by at least three years. The reform increased retention of older women and reduced both internal promotions and external hiring of younger coworkers, with the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015590417

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Crowded career ladders? : intra-firm spillovers of raised retirement age

Badalyan, Sona - 2025

Book / Working Paper

Do countries really need to build absorptive capacity to benefit from FDI? : estimating policy-relevant interaction terms with panel data

Muris, Chris; Wacker, Konstantin - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015590811

How natural disasters spread conflict

Amarasinghe, Ashani; Raschky, Paul A.; Zenou, Yves; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015583600

Stoking the flames of change : AI-driven energy transition in urban China through nonlinear dynamics and spatial spillover effect

Yu, Shunshun; Zhang, Yuxin; Jin, Lu; Xiao, Jianzhong; … - 2026

Global warming and energy security challenges have intensified globally, compelling nations to pursue sustainable energy transition pathways. Artificial intelligence (AI) plays a pivotal role in addressing complex systemic challenges and enhancing industrial efficiency, and is widely recognized...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015604021

Intergenerational spillovers of environmental attitudes and behaviors

Bhattacharya, Shubhro; Constantino, Sara M.; Mishra, … - 2026

This paper evaluates whether environmental education can shift household behavior through intergenerational transmission of knowledge, beliefs, and attitudes. We implement an activity-based program in Patna, India, and conduct a randomized experiment with 1,545 child-parent pairs assigned to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015606356

Managing systemic risk in energy and financial markets : evidence from five portfolio strategies based on connectedness

Bouzguenda, Mariem; Jarboui, Anis - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015620298

From synergy to spread : How environmental regulation is helping Chinese firms achieve low-carbon expansion - and take their supply chains with them

Pan, An; Mi, Puyu; Shi, Xunpeng - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015620590

Energy market connectedness : a tale of two crises

Charteris, Ailie; Obojska, Lidia; Szczygielski, Jan Jakub; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015620604

Quantifying macroeconomic spillovers : the role of trade linkages in propagating conflict shocks

Eydam, Ulrich; Leupold, Florian - 2026

Geopolitical conflicts generate macroeconomic spillovers that extend beyond directly affected countries through trade and commodity linkages. This paper quantifies these effects for Germany, France, Italy, and Spain using a monthly Trade-Related Conflict Exposure (TRCE) index for 2009–2023...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015620636

Examining the volatility spillover between the fear index and the magnificent seven technology stocks

Koycu, Erol; Nur, Tugba - 2026

This study investigates the volatility spillover dynamics between the VIX fear index and the Magnificent Seven technology stocks - namely Microsoft, Apple, Nvidia, Amazon, Alphabet, Meta Platforms, and Tesla - over the period of June 2012 to March 2024. To achieve this objective, the variance...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015620965

Can pilot free trade zones improve local governance quality? : evidence from a quasi-natural experiment in China

Ye, Xiu-qun; Guo, Qin; Liu, Changjin; Bhuiyan, Miraj Ahmed - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015624951

Environmental regulations and spillovers across ecosystems: fisheries and forests protection in coastal Madagascar

Girard, Julia; Desbureaux, Sébastien; Lavaine, Emmanuelle - 2026 - This version: February 9, 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625020

Group-level cooperation

Quérou, Nicolas - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625021

International spillovers from Euro Area monetary policy to advanced small open economies: investment behavior of Czech firms

Audzei, Volha; Franta, Michal - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625661

Volatility spillover effects in founding members of BRICS stock markets : a DCC-GARCH perspective

Agrawal, Pravin Kumar; Syed, Aamir Aijaz; Bhatt, Alka Singh - 2026

This study explores how the volatility spillover mechanism and dynamic dependence among the founding BRICS equity markets, namely IBOVESPA, MICEX, Nifty 50, SSE, and JSE, have evolved over time using a multivariate DCC-GARCH model. The analysis is conducted across three distinct regimes: the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015626064

Clusters of excellence and science spillovers to industry : evidence from additive manufacturing

Hottenrott, Hanna; Schaper, Thomas; Schwierzy, Julian - 2026

Competitive public research funding is an important policy instrument to foster scientific progress. The effective design of such funding schemes and whether they generate knowledge spillovers to industrial inventions, however, remains debated. In this paper, we investigate the impacts of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015626717