Browsing by Subject "Connectedness"

Now showing 1 - 2 of 2
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    Estilos comunicativos, vinculación universitaria y adaptación psicosocial.
    (Universidad de Murcia. Servicio de Publicaciones, 2011-05-31) Prior Martín, Mariano; Manzano Vila, Eva; Villar Hoz, Esperanza; Caparrós Caparrós, Beatriz; Juan Ferrer, Jaume; Luz Masergas, Ernest
    This study addresses the relationships between communication styles of university students, their connectedness to university life and psychosocial adjustment. Ten communication styles were analysed in order to predict students' relatedness to university and their influence on the level of anxiety, dysthymic disorder, and alcohol and substance dependence. A questionnaire was given to a representative sample of 529 college students. Results show gender differences in some communication styles but not with respect to university connectedness. There were also statistically significant relationships, although not very high, between certain communication styles and students' ability to connect with university. Both communication styles and connectedness contribute to the explanation of affective disorders, but only the contentious and friendly communication styles contribute to explain substance abuse.
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    Extreme spillovers between insurance tokens and insurance stocks: evidence from the quantile connectedness approach
    (Elsevier, 2023-09) Yousaf, Imran; Jareño, Francisco; Martínez Serna, María Isabel; Organización de Empresas y Finanzas; Facultades, Departamentos, Servicios y Escuelas::Departamentos de la UMU::Organización de Empresas y Finanzas
    This study examines potential tail spillovers between insurance tokens and conventional stocks using the quantile connectedness approach by Ando et al. (2022). In particular, this study explores static and dynamic spillovers at lower and upper tails of the return distribution. In line with previous studies, tokens and conventional stocks within the insurance market may show positive but low connectedness levels. Furthermore, our findings confirm a higher sensitivity of the insurance system at both tails of the distribution in comparison with the median (𝑄 = 0.50). As expected, dynamic connectedness measures change over time, intensifying at the extremes of the distribution. This finding is confirmed by the robustness test that consists of analyzing the RTD (Relative Tail Dependence) measure, as we reject the symmetric response, since its values are clearly different from zero in most of the sample period. These results are of interest to portfolio managers, as the findings will allow them to suggest adjustments to investment portfolios according to the evolution of the dynamic spillovers found.