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~isPartOf:"ERF working papers series"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The world economy : the leading journal on international economic relations"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"eng"
~language:"nld"
~subject:"Developing countries"
~subject:"Entwicklungsländer"
~subject:"Ghana"
~subject:"Globalisierung"
~subject:"Internationale Wirtschaft"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Government document"
~type_genre:"Working Paper"
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Economics letters
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Journal of international money and finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of futures markets
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Working paper / World Institute for Development Economics Research
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Research in international business and finance
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Journal of econometrics
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Journal of international economics
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International business review : the official journal of the European International Business Academy
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The journal of development studies : JDS
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Cogent economics & finance
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Journal of empirical finance
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
2,219
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1
Analysis of tail risk contagion among industry sectors in the Chinese stock market during the COVID-19 pandemic
Wu, Junfeng
;
Zhang, Chao
;
Chen, Yun
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491144
Saved in:
2
The asymmetric effect of information shock on overnight and intraday expected returns : evidence from Chinese a-share stock market
Liu, Xiaoqun
;
Hou, Chenji
;
Zhu, Shinan
;
Chen, Haiqiang
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491102
Saved in:
3
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
4
Determining bid-ask prices for options with stochastic illiquidity and applications to index options
Chuang, Ming-Che
;
Tsai, Jeffrey Tzuhao
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014534554
Saved in:
5
Digital intensity, trade costs and exports' quality upgrading
Chiappini, Raphaël
;
Gaglio, Cyrielle
- In:
The world economy : the leading journal on …
47
(
2024
)
2
,
pp. 709-747
Persistent link: https://www.econbiz.de/10014480954
Saved in:
6
Does trade policy help or hinder global warming? : a case study of Latin America and the Caribbean
Moreira, Mauricio Mesquita
;
Dolabella, Marcelo
- In:
The world economy : the leading journal on …
47
(
2024
)
2
,
pp. 779-805
Persistent link: https://www.econbiz.de/10014480958
Saved in:
7
Extrapolation and option-implied kurtosis in volatility forecasting
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014534532
Saved in:
8
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
9
Foreign investors and stealth trading : an examination of price movements in developing markets
Hanafi, Mamduh
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491111
Saved in:
10
From fundamental signals to stock volatility : a machine learning approach
Liao, Cunfei
;
Ma, Tian
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014534531
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