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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Real estate economics : journal of the American Real Estate and Urban Economics Association"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"sqi"
~person:"Naranjo, Andy"
~person:"Wu, Chunchi"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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International review of economics & finance : IREF
Journal of economic dynamics & control
Journal of financial and quantitative analysis : JFQA
Real estate economics : journal of the American Real Estate and Urban Economics Association
The journal of fixed income
Journal of banking & finance
10
The journal of real estate finance and economics
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ECONIS (ZBW)
26
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1
Volatility forecasts by clustering$applications for VaR estimation
Wang, Zijin
;
Chen, Peimin
;
Liu, Peng
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582647
Saved in:
2
Media coverage and the cost of debt
Gao, Haoyu
;
Wang, Junbo
;
Wang, Yanchu
;
Wu, Chunchi
;
Xi, Dong
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
2
,
pp. 429-471
Persistent link: https://www.econbiz.de/10012195590
Saved in:
3
What drives systemic state credit risk? : evidence from the State Credit Default Swap (CDS) market
Liu, Sheen
;
Wu, Chunchi
;
Yeh, Chung-Ying
;
Yoo, Woongsun
- In:
The journal of fixed income
28
(
2019
)
4
,
pp. 5-45
Persistent link: https://www.econbiz.de/10012251375
Saved in:
4
REIT leverage and return performance : keep your eye on the target
Giacomini, Emanuela
;
Ling, David C.
;
Naranjo, Andy
- In:
Real estate economics : journal of the American Real …
45
(
2017
)
4
,
pp. 930-978
Persistent link: https://www.econbiz.de/10011781381
Saved in:
5
Counterparty credit risk in the municipal bond market
Chung, San-Lin
;
Kao, Chen-Wei
;
Wu, Chunchi
;
Yeh, Chung-Ying
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 7-33
Persistent link: https://www.econbiz.de/10011399821
Saved in:
6
Returns and information transmission dynamics in public and private real estate markets
Ling, David C.
;
Naranjo, Andy
- In:
Real estate economics : journal of the American Real …
43
(
2015
)
1
,
pp. 163-208
Persistent link: https://www.econbiz.de/10010526350
Saved in:
7
Domestic versus foreign equity shares : which are more costly to trade in the Chinese market?
He, Yan
;
Wang, Junbo
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 465-481
Persistent link: https://www.econbiz.de/10009740779
Saved in:
8
Liquidity risk and momentum spillover from stocks to bonds
Lin, Hai
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
23
(
2013
)
1
,
pp. 5-42
Persistent link: https://www.econbiz.de/10009783221
Saved in:
9
Are liquidity and counterparty risk priced in the credit default swap market?
Pu, Xiaoling
;
Wang, Junbo
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 59-79
Persistent link: https://www.econbiz.de/10009007990
Saved in:
10
Dissecting corporate bond and CDS spreads
Lin, Hai
;
Liu, Sheen
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 7-39
Persistent link: https://www.econbiz.de/10008858616
Saved in:
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