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Keywords: Spillover
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Journal Articles
Benchmarking: An International Journal (2024) 31 (2): 439–465.
Published: 06 March 2023
... of the effects of the crisis. The conditional correlations and volatility spillovers of these indices are predicted using the DCC-GARCH model, Diebold and Yilmaz (2012) and Baruník and Křehlík (2018) models. Findings It is found that there is dynamic linkage of agri-commodity of with stock markets of Iraq...
Journal Articles
Benchmarking: An International Journal (2021) 28 (10): 3137–3160.
Published: 29 April 2021
...Abhishek Srivastava; Parimal Kumar; Arqum Mateen Purpose This study analyzes supplier development investment decisions under a triadic setting (two buyers and a common supplier). In a triadic setting, the supplier development investment decision of one buyer can have a spillover effect...
Includes: Supplementary data
Journal Articles
Benchmarking: An International Journal (2021) 28 (6): 2110–2129.
Published: 19 January 2021
... spillover effect on burnout, subsequently leading to lowered levels of job satisfaction. Furthermore, burnout mediated the aforementioned relationship. Research limitations/implications This study is cross-sectional, and a longitudinal study will help test more rigorously; the causal relationships...
Journal Articles
Benchmarking: An International Journal (2018) 25 (7): 2512–2530.
Published: 01 October 2018
... of investment among asset classes builds some relation between them. The integration of market within a country is necessary to bring in a smooth and balanced economic growth. Thus, the purpose of this paper is to examine the spillover between the equity and commodity futures markets which will be helpful...
Journal Articles
Benchmarking: An International Journal (2017) 24 (7): 1937–1955.
Published: 02 October 2017
...Nitin Arora; Preeti Lohani Purpose Foreign firms have certain advantages which may spillover to domestic firms in the form of improvements in total factor productivity (TFP) growth. The purpose of this paper is to empirically observe the presence of TFP spillovers of foreign direct investment (FDI...
