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~isPartOf:"Asia Pacific journal of marketing and logistics"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of financial economics"
~person:"Chi, Xie"
~person:"Christoffersen, Peter F."
~subject:"Financial crisis"
~subject:"Impact assessment"
~subject:"Konsumentenverhalten"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Handbuch"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Financial crisis
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Volatility
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8
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4
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4
Option pricing theory
4
Optionspreistheorie
4
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3
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Chi, Xie
Christoffersen, Peter F.
Goodell, John W.
16
Bouri, Elie
14
Lucey, Brian M.
14
Gupta, Rangan
13
Corbet, Shaen
12
Roubaud, David
9
Sensoy, Ahmet
9
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8
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8
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7
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7
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Guesmi, Khaled
6
Liu, Matthew Tingchi
6
Lyócsa, Štefan
6
Ma, Feng
6
Naeem, Muhammad Abubakr
6
Zaremba, Adam
6
Aharon, David Y.
5
Bollerslev, Tim
5
Bruwer, Johan
5
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Lu, Xinjie
5
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4
Al-Yahyaee, Khamis Hamed
4
Boubaker, Sabri
4
Brandt, Michael W.
4
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4
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4
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Asia Pacific journal of marketing and logistics
Finance research letters
Journal of financial economics
International review of economics & finance : IREF
2
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics
2
Journal of international financial markets, institutions & money
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
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2
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1
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1
Emerging markets review
1
Financial services at the crossroads: capital regulation in the twenty-first century
1
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Quantitative finance
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Research in international business and finance
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ECONIS (ZBW)
9
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1
Risk contagion of NFT : a time-frequency risk spillover perspective in the Carbon-NFT-Stock system
Liu, Jiatong
;
Zhu, You
;
Wang, Gang-Jin
;
Chi, Xie
;
Wang, …
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445243
Saved in:
2
When Bitcoin meets economic policy uncertainty (EPU) : measuring risk spillover effect from EPU to Bitcoin
Wang, Gang-Jin
;
Chi, Xie
;
Wen, Danyan
;
Zhao, Longfeng
- In:
Finance research letters
31
(
2019
),
pp. 489-497
Persistent link: https://www.econbiz.de/10012421780
Saved in:
3
Stock market contagion during the global financial crisis : a multiscale approach
Wang, Gang-Jin
;
Chi, Xie
;
Lin, Min
;
Stanley, H. Eugene
- In:
Finance research letters
22
(
2017
),
pp. 163-168
Persistent link: https://www.econbiz.de/10011808129
Saved in:
4
Who are the net senders and recipients of volatility spillovers in China's financial markets?
Wang, Gang-Jin
;
Chi, Xie
;
Jiang, Zhi-Qiang
;
Stanley, H. …
- In:
Finance research letters
18
(
2016
),
pp. 255-262
Persistent link: https://www.econbiz.de/10011657061
Saved in:
5
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
6
Market skewness risk and the cross section of stock returns
Chang, Bo Young
;
Christoffersen, Peter F.
;
Jakobs, Kris
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 46-68
Persistent link: https://www.econbiz.de/10009715175
Saved in:
7
Dynamic jump intensities and risk premiums : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10009710173
Saved in:
8
Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
Saved in:
9
The importance of the loss function in option valuation
Christoffersen, Peter F.
;
Jacobs, Kris
- In:
Journal of financial economics
72
(
2004
)
2
,
pp. 291-318
Persistent link: https://www.econbiz.de/10002033587
Saved in:
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