Tag: Spillover effect
Liquidity shocks spill over to related corporate bond peers
Analysis of liquidity spillover in corporate bond markets following rating downgrades, showing contagion through information learning across related securities.
Sports tokens showed spillover risk in connected markets
Quantile VAR analysis reveals how sports tokens transmit and receive systemic shocks, with implications for portfolio construction and downside risk mitigation during market stress.
Data exchange platforms raise urban green energy efficiency
Study examines data element marketization’s impact on green energy efficiency in 282 Chinese cities, revealing direct effects and spatial spillovers with stronger effects in developed regions.
