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~isPartOf:"Pacific-Basin finance journal"
~subject:"Capital market returns"
~subject:"Financial market"
~subject:"Forecasting model"
~subject:"Index-Futures"
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Capital market returns
Financial market
Forecasting model
Index-Futures
Volatility
172
Volatilität
172
Börsenkurs
71
Share price
71
Aktienmarkt
66
Stock market
66
Capital income
63
Kapitaleinkommen
63
China
47
Estimation
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Jiang, Fuwei
2
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1
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Pacific-Basin finance journal
Finance research letters
153
Energy economics
132
International journal of forecasting
125
International review of financial analysis
118
The journal of futures markets
117
Journal of forecasting
115
International review of economics & finance : IREF
102
Applied economics
86
Economic modelling
86
Journal of banking & finance
79
The North American journal of economics and finance : a journal of financial economics studies
78
Journal of empirical finance
72
Journal of econometrics
67
Working paper / National Bureau of Economic Research, Inc.
67
NBER working paper series
60
Applied economics letters
53
Applied financial economics
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Discussion paper / Tinbergen Institute
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The European journal of finance
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Journal of financial economics
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International journal of finance & economics : IJFE
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Department of Economics working paper series
36
Economics letters
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
Emerging markets, finance and trade : EMFT
29
Econometric Institute research papers
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Computational economics
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Journal of international money and finance
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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1
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:
2
Run risks of cash-redeemable ETFs
Leung, David Wing Yu
;
Wong, Joe Ho-Yeung
;
Fong, Tom
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014575236
Saved in:
3
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
Saved in:
4
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:
5
Asymmetry in option implied volatility and yield : Evidence from China's ETF options market1,2
Chen, Xiaoyijing
;
Liu, Siyuan
;
Xu, Zailin
;
Yu, Mei
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014576054
Saved in:
6
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
7
Market intraday momentum : APAC evidence
Limkriangkrai, Manapon
;
Chai, Daniel J. P.
;
Zheng, Gaoping
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463346
Saved in:
8
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
Saved in:
9
Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict
Yousaf, Imran
;
Hunjra, Ahmed Imran
;
Alshater, Muneer Maher
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014463516
Saved in:
10
The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors
Syed Mabruk Billah
;
Amar, Amine Ben
;
Balli, Faruk
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463683
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