Copertina

Two-Step Regularized HARX to Measure Volatility Spillovers in Multi-Dimensional Systems

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autore principale:	Mallory, Mindy L.
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	General Economics Economics
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Renewable Diesel Boom: The Impact of Soybean Crush Plants on Local Soybean Basis
di: Wu, Shujie, et al.
Pubblicazione: (2025)

A Predictive Framework Integrating Multi-Scale Volatility Components and Time-Varying Quantile Spillovers: Evidence from the Cryptocurrency Market
di: Fu, Sicheng, et al.
Pubblicazione: (2025)

Reputational Spillovers
di: Kuvalekar, Aditya, et al.
Pubblicazione: (2026)

Disagreement Spillovers
di: Bonomi, Giampaolo
Pubblicazione: (2024)

Teamwork and Spillover Effects in Performance Evaluations
di: Brox, Enzo, et al.
Pubblicazione: (2024)

Estimating Spillovers from Sampled Connections
di: Marray, Kieran
Pubblicazione: (2024)

Sign-Dependent Spillovers of Global Monetary Policy
di: Camara, Santiago
Pubblicazione: (2026)

Fiscal Spillovers through Informal Financial Channels
di: Kennedy, Austin
Pubblicazione: (2025)

Seesaw Experimentation: A/B Tests with Spillovers
di: Li, Jin, et al.
Pubblicazione: (2024)

Global Banks' Spillovers to Emerging Markets: Macro to Micro Transmission
di: Arnabal, Luis Rodrigo, et al.
Pubblicazione: (2025)

Stability Anchors and Risk Amplifiers: Tail Spillovers Across Stablecoin Designs
di: Wu, Wenbin, et al.
Pubblicazione: (2026)

Spillover Effects of US Monetary Policy on Emerging Markets Amidst Uncertainty
di: Lastauskas, Povilas, et al.
Pubblicazione: (2024)

US Spillovers of US Monetary Policy: Information effects & Financial Flows
di: Camara, Santiago
Pubblicazione: (2021)

Testing for Spillovers in Resource Conservation: Evidence from a Natural Field Experiment
di: Goette, Lorenz, et al.
Pubblicazione: (2025)

AI Spillover is Different: Flat and Lean Firms as Engines of AI Diffusion and Productivity Gain
di: Wang, Xiaoning, et al.
Pubblicazione: (2025)

From Workplace to Residence: The Spillover Effects of Minimum Wage Policies on Local Housing Markets
di: Borg, Gabriele, et al.
Pubblicazione: (2022)

Forecasting the Volatility of Energy Transition Metals
di: Bastianin, Andrea, et al.
Pubblicazione: (2025)

Exit Spillovers of Foreign-invested Enterprises in Shenzhen's Electronics Manufacturing Industry
di: Zhang, Hanqiao
Pubblicazione: (2024)

Spillover effects between climate policy uncertainty, energy markets, and food markets: A time-frequency analysis
di: Zhang, Ting, et al.
Pubblicazione: (2025)

Non-Linearities in International Spillovers of the ECB$^\prime$s Monetary Policy. The Case of Non-ERM II Countries and Anti-Fragmentation Policy
di: Holban, Iones Kelanemer
Pubblicazione: (2024)

Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days
di: Chi, Zhengyang, et al.
Pubblicazione: (2024)

Interpreting the Interpreter: Can We Model post-ECB Conferences Volatility with LLM Agents?
di: Collodel, Umberto
Pubblicazione: (2025)

Time-Varying Volatility of Bank Betas
di: Brigida, Matt
Pubblicazione: (2025)

Interpolation and Prewar-Postwar Output Volatility and Shock-Persistence Debate: A Closer Look and New Results
di: Dezhbakhsh, Hashem, et al.
Pubblicazione: (2026)

Stochastic Boundaries in Spatial General Equilibrium: A Diffusion-Based Approach to Causal Inference with Spillover Effects
di: Kikuchi, Tatsuru
Pubblicazione: (2025)

Big Wins, Small Net Gains: Direct and Spillover Effects of First Industry Entries in Puerto Rico
di: Arroyo, Jorge A.
Pubblicazione: (2025)

Profit-Oriented Planning and Multi-Market Operation Model for Hybrid Energy Storage Systems
di: Zhang, Lizhong, et al.
Pubblicazione: (2026)

Revisiting the Measurement of Polarization
di: Crespo, Juan A., et al.
Pubblicazione: (2025)

Mobility and Mobility Measures
di: Cowell, Frank A., et al.
Pubblicazione: (2025)

Scalable Global Solution Techniques for High-Dimensional Models in Dynare
di: Eftekhari, Aryan, et al.
Pubblicazione: (2025)

Cognitive Spillover in Human-AI Teams
di: Riedl, Christoph, et al.
Pubblicazione: (2024)

Empirical Study on the Factors Influencing Stock Market Volatility in China
di: Zhang, Jingchu
Pubblicazione: (2025)

Measuring growth and convergence at the mesoscale
di: Mengesha, Isaak, et al.
Pubblicazione: (2026)

Measuring economic outlook in the news
di: Beck, Elliot, et al.
Pubblicazione: (2025)

Measuring Corruption from Text Data
di: Muço, Arieda
Pubblicazione: (2025)

A Flexible Measure of Voter Polarization
di: Ginzburg, Boris
Pubblicazione: (2025)

Measuring Self-Preferencing on Digital Platforms
di: Jürgensmeier, Lukas, et al.
Pubblicazione: (2023)

Measuring Geopolitical Alignment and Economic Growth
di: Fan, Tianyu
Pubblicazione: (2025)

Measuring the Macroeconomic and Financial Stability of Bangladesh
di: Ahamed, Faruque, et al.
Pubblicazione: (2025)

Liquid Democracy. Two Experiments on Delegation in Voting
di: Mooers, Victoria, et al.
Pubblicazione: (2022)