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subject:"Volatility"
subject:"Yield curve"
~accessRights:"restricted"
~person:"Zhu, Huiming"
~subject:"Börsenkurs"
~subject:"Panel study"
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Volatility
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Börsenkurs
Panel study
Estimation
22
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China
13
Oil price
12
Volatilität
12
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9
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Zhu, Huiming
Gupta, Rangan
85
Ma, Feng
30
Tiwari, Aviral Kumar
30
Zaremba, Adam
30
Balcilar, Mehmet
28
Wohar, Mark E.
26
Bahmani-Oskooee, Mohsen
24
Bouri, Elie
24
Apergēs, Nikolaos
22
Narayan, Paresh Kumar
22
Pierdzioch, Christian
22
Gil-Alaña, Luis A.
21
Jawadi, Fredj
20
Lee, Chien-chiang
20
Xuan Vinh Vo
20
Salisu, Afees A.
18
McMillan, David G.
17
Mensi, Walid
17
Wang, Yudong
17
Yoon, Seong-min
17
Zhang, Yaojie
17
Hammoudeh, Shawkat
16
Kang, Sang Hoon
16
Sehgal, Sanjay
16
Todorov, Viktor
16
Jalles, João Tovar
15
Caporale, Guglielmo Maria
14
Umar, Zaghum
14
Wei, Yu
14
Westerlund, Joakim
14
Afonso, António
13
Bollerslev, Tim
13
Demirer, Rıza
13
Li, Jia
13
Wu, Xinyu
13
Baltagi, Badi H.
12
Chevallier, Julien
12
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12
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The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
4
Energy economics
2
Economic modelling
1
Finance research letters
1
The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
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1
Frequency spillover effects and cross-quantile dependence between crude oil and stock markets : evidence from BRICS and G7 countries
Zhu, Huiming
;
Huang, Xi
;
Ye, Fangyu
;
Li, Shuang
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014491952
Saved in:
2
Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets : evidence from wavelet quantile analysis
Zhu, Huiming
;
Wu, Hao
;
Ren, Ying-hua
;
Yu, Dongwei
- In:
Applied economics
54
(
2022
)
53
,
pp. 6116-6146
Persistent link: https://www.econbiz.de/10013411351
Saved in:
3
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
4
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
5
Time-frequency transmission mechanism of EPU, investor sentiment and financial assets : a multiscale TVP-VAR connectedness analysis
Qiao, Xingzhi
;
Zhu, Huiming
;
Zhang, Zhongqingyang
;
Mao, …
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014225822
Saved in:
6
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets : evidence from rolling window analysis
Zhu, Huiming
;
Chen, Weiyan
;
Hau, Liya
;
Chen, Qitong
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822243
Saved in:
7
Does economic policy uncertainty matter for commodity market in China? : evidence from quantile regression
Zhu, Huiming
;
Huang, Rui
;
Wang, Ningli
;
Hau, Liya
- In:
Applied economics
52
(
2020
)
21
,
pp. 2292-2308
Persistent link: https://www.econbiz.de/10012197697
Saved in:
8
Dependent relationships between Chinese commodity markets and the international financial market : evidence from quantile time-frequency analysis
Zhu, Huiming
;
Meng, Liang
;
Ge, Yajing
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012664544
Saved in:
9
Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC : a quantile regression approach
Guo, Peng
;
Zhu, Huiming
;
You, Wan-hai
- In:
Finance research letters
25
(
2018
),
pp. 251-258
Persistent link: https://www.econbiz.de/10012003553
Saved in:
10
The impact of income, economic openness and interest rates on housing prices in China : evidence from dynamic panel quantile regression
Zhu, Huiming
;
Li, Zheng
;
Guo, Peng
- In:
Applied economics
50
(
2018
)
38
,
pp. 4086-4098
Persistent link: https://www.econbiz.de/10012060701
Saved in:
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