Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 2 of 2 for “"Volatility Transfer"”.
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Investigating Systemic Risk with Co-occurrence Networks – Studies from the fields of sovereign bond and energy markets
… interest rate cycle is led by the ECB. Dynamic volatility transfer in the European oil and gas industry The study examines dynamic volatility transmissions among European energy industry participants along the production lines of Upstream, Midstream, Downstream, and Integrated Oil Gas segments. …
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Two Essays on the Role of Information in the Interaction between American Depository Receipts and Their Home Shares: Information Transfer and Issuer Decisions
… the first essay examines the return and volatility transfers between ADRs and their underlying home shares. Our investigation differs from the previous studies in that we cover substantially more countries and that we attempt to explain the variations in the extents of transfer effects …