The dynamic correlations between the G7 economies and China : evidence from both realized and implied volatilities
Year of publication: |
October 2017
|
---|---|
Authors: | Luo, Xingguo ; Qi, Xuyuanda |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 37.2017, 10, p. 989-1002
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Korrelation | Correlation | G7-Staaten | G7 countries | China |
-
Zhao, Xuejin, (2018)
-
Liu, Yaqing, (2014)
-
Mohammadi, Hassan, (2015)
- More ...
-
Luo, Xingguo, (2016)
-
Leverage Dynamics with Reputation
Qi, Xuyuanda, (2020)
-
Optimal Staging of Early Startups
Qi, Xuyuanda, (2022)
- More ...