Over the past couple of decades, the number of volatility indices has increased rapidly. These indices seek to represent the market’s expectation of realized volatility over the coming month, based on the prices of options traded on each underlying equity index. Although the dynamics of realized volatility spillover have been studied extensively, very few studies exists that examine the spillover between these volatility indices. By using DAG-based structural vector autoregression, this paper provides evidence that implied volatility spillover differs from realized volatility spillover. Through solving the well-known VAR identification problem for these indices, this paper finds that Asia, more specifically Hong Kong, plays a central role in implied volatility spillover during and after the 2008 financial crisis.

This study meta-analyzed relationships between proposed antecedents and both directions of work-family enrichment (i.e., work-to-family enrichment and family-to-work enrichment). Proposed antecedents, which were derived from three existing theoretical models on the positive interface between work and family, include contextual and personal characteristics from both work- and family-domains. Primary studies included in the meta-analyses were from both published and unpublished sources between 1990 and 2016. The results suggest that several contextual and personal characteristics are significantly related to work-family enrichment. Gender’s moderating effect on the relationship between contextual characteristics and work-family enrichment received little support. Comparisons between examined antecedents of work-family enrichment and antecedents of work-family conflict supported the notion that work-family enrichment and work-family conflict are distinct constructs; in other words, enrichment is not merely the opposite of conflict. Practical implications and suggestions on future research are discussed.

In this thesis, we study the return and volatility spillovers between forex and stock markets in Scandinavian countries employing recently developed method- ology of spillover indices. Those measures are based on forecast error variance decomposition of generalized vector autoregressive (GVAR) model. This allows us to estimate both total and directional spillovers. Moreover, frequency connect- edness analysis is conducted by decomposing the spillover indices into frequency bands, corresponding to short-, medium- and long-run connectedness. We used daily data for major stock market indices and exchange rates of domestic cur- rency towards US dollar for Norway, Sweden, Denmark and Finland. Our data spans from February 2002 till July 2018 that covers turmoil periods of global fi- nancial crisis in 2007-2009, European sovereign debt crisis 2010-2013 and Brexit referendum in mid 2016. Our empirical analysis reveals that Norwegian financial markets do not contribute much to both return and volatility spillovers. On the other hand, euro and Danish FX market perform very similarly, by exhibiting the highest spillover contributions for both returns and volatility. Furthermore, distinct increasing trends in spillovers are revealed during the turmoil periods for most of the markets. From frequency...

Given that working is something parents cannot avoid in our society, understanding the ramifications that work stress can have is an important tool in today's society. This study sought to investigate the impact of parents' work stress on young children in the context of work-family spillover, parenting stress, marital stress, and perceptions of parenting. As part of this study, 106 working parents of children who ranged in age from 1- to 5-years rated their stress levels across multiple domains (i.e., work, marriage, and parenting), their perceived parenting behaviors, and their young child's emotional and behavioral functioning. Correlational results of this study supported the hypothesis that these variables would be related significantly to young children's emotional and behavioral functioning. Further, hierarchical regression analyses revealed that a single variable did not predict significantly young children's internalizing and externalizing behaviors but that a combination of work stress, work-family spillover, parenting stress, marital stress, and perceptions of parenting were important in accounting for variance. The results of this study emphasized the importance of studying the selected variables collectively so that employers can evaluate current workplace policies and resources to help minimize work stress and work-family spillover.

Legalizing marijuana for recreational use has been a hot political topic in recent years. Different conclusions have been drawn from the literature on this subject, but one conclusion is that the tactic is an effective instrument in combating the black market. On the other side, it has also been demonstrated that it has a negative effect on neighbouring regions that still view marijuana as an illicit drug.  This study examines the evidence of any causal link between the legalization of marijuana for recreational use and its consequences on neighbouring regions. The legalization of marijuana in Washington state in 2012 and spillover effects on drug-related crime rates in British Columbia served as the foundation for this study. With the help of nine Canadian provinces, a synthetic British Columbia has been created that attempts to simulate how crime rates may have developed had Washington not legalized marijuana.  The legalization of marijuana has had both positive and negative spillover impacts on the neighbouring territory, according to empirical data. As a "gateway" substance, marijuana possession rates rose after the implementation of the policy. Results on the supply side show that because of increased competition and legal supply from the neighbouring region, marijuana suppliers are switching to other drugs. This essay also addresses other potential social effects of marijuana legalization, such as a decline in the prevalence of sexual assault and marijuana possession among young people. Based on the empirical data, the study offers improvements in aiding neighbouring regions who are considering the implementation of RML in creating preventative measures against illicit usage of marijuana.

There is a limited amount of literature regarding spillover effects on inflation. The previous literature is focused on a small number of countries, and on shocks coming from demand and supply. The objective of this thesis is to investigate how a change in the European Central Bank (ECB) policy rate affects Swedish inflation in the short and long run. To this end, this thesisestimates a cointegrated vector autoregressive (CVAR) model using data for the period from 2000 to 2022. The results show that a change in the ECB rate does not have statistically significant effect on the Swedish inflation in the short run, but has statistically significant effect in the long run. The long run results do also show that an increase in the ECB rate have a positive effect on the Swedish central bank’s policy rate.

Yes / This paper explores the relationship between news media sentiment and spillover effects in the cryptocurrency market. By employing a time-varying parameter vector autoregressive model, we initially develop measures of spillover specific to individual cryptocurrencies. Subsequently, we employ unique data on cryptocurrency-specific sentiment to assess its impact on these spillover measures using panel fixed effects regression analysis. Our findings indicate that news media sentiment plays a significant role in explaining the spillover dynamics within the cryptocurrency market. Unlike traditional assets, it appears that only positive sentiment affects the spillovers among cryptocurrencies, suggesting an asymmetric effect. Taking into account various characteristics of cryptocurrencies, we find that sentiment’s impact on spillover is more pronounced in community-based coins than in those driven by firms. An examination of news content suggests that sentiment pertaining to emotional and risk aspects of cryptocurrencies predominantly influences these spillovers. Additionally, a comparative analysis of sentiment derived from social media and traditional news sources reveals a stronger influence of the former on spillover effects. Through extensive robustness checks, our research consistently affirms the pivotal role of sentiment in driving spillovers among cryptocurrency returns, underlining the importance of sentiment analysis in understanding the dynamics of the cryptocurrency market. / The full-text of this article will be released for public view at the end of the publisher embargo on 11 Sep 2025.

No description available.

No description available.

No description available.