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~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~subject:"China"
~subject:"Correlation"
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Search: subject:"conditional heteroscedasticity"
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China
Correlation
ARCH model
167
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167
Volatility
129
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63
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Chiang, Thomas C.
2
Jiang, Ying
2
Liu, Xiaoquan
2
Ahmed, Shamim
1
Al Rababa'a, Abdel Razzaq
1
Alomari, Mohammad
1
Balcilar, Mehmet
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Review of quantitative finance and accounting
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
48
Energy economics
37
Economic modelling
35
Research in international business and finance
32
International review of economics & finance : IREF
31
Applied economics
27
International review of financial analysis
26
Journal of international financial markets, institutions & money
22
Journal of empirical finance
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Applied economics letters
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of banking & finance
14
Pacific-Basin finance journal
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
12
Emerging markets, finance and trade : EMFT
12
Journal of econometrics
11
Journal of international money and finance
10
The journal of futures markets
10
Journal of risk and financial management : JRFM
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Journal of financial econometrics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
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The European journal of finance
8
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Journal of Asian economics
7
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Working paper series / University of Zurich, Department of Economics
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Econometric Institute research papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of economics and finance
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International journal of economics and financial issues : IJEFI
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International journal of forecasting
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ECONIS (ZBW)
31
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1
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
2
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
3
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
Saved in:
4
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
Saved in:
5
Extreme risk transmission channels between the stock index futures and spot markets : evidence from China
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413574
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6
Modeling dynamic conditional correlations with leverage effects and volatility spillover effects : evidence from the Chinese and US stock markets affected by the recent trade frict...
Pan, Qunxing
;
Mei, Xiaowen
;
Gao, Tianqing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413579
Saved in:
7
Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios
Mahadeo, Scott M. R.
;
Heinlein, Reinhold
;
Legrenzi, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013449099
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8
Time-varying risk aversion and renminbi exchange rate volatility : evidence from CARR-MIDAS model
Wu, Xinyu
;
Xie, Haibin
;
Zhang, Huanming
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013449372
Saved in:
9
Procyclical volatility in Chinese stock markets
Deschamps, Bruno
;
Fei, Tianlun
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1117-1144
Persistent link: https://www.econbiz.de/10013191850
Saved in:
10
Risk spillover analysis of China's financial sectors based on a new GARCH Copula quantile regression model
Tian, Maoxi
;
Guo, Fei
;
Niu, Rong
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014225784
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