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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Fabozzi, Frank J."
~person:"Lee, Chien-chiang"
~person:"Stiglitz, Joseph E."
~person:"Wei, Yu"
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatility
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Caporale, Guglielmo Maria
Fabozzi, Frank J.
Lee, Chien-chiang
Stiglitz, Joseph E.
Wei, Yu
Gupta, Rangan
159
Bouri, Elie
94
Ma, Feng
92
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73
Bahmani-Oskooee, Mohsen
72
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54
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51
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46
Xuan Vinh Vo
46
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Pierdzioch, Christian
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32
Apergēs, Nikolaos
31
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ECONIS (ZBW)
127
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41
Global financial uncertainties and China's crude oil futures market : evidence from interday and intraday price dynamics
Yang, Kun
;
Wei, Yu
;
Li, Shouwei
;
Liu, Liang
;
Wang, Lei
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012817843
Saved in:
42
Infectious disease pandemic and permanent volatility of international stock markets : A long-term perspective
Bai, Lan
;
Wei, Yu
;
Wei, Guiwu
;
Li, Xiafei
;
Zhang, Songyun
- In:
Finance research letters
40
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012819378
Saved in:
43
Investor attention, ETF returns, and country-specific factors
Lee, Chien-chiang
;
Chen, Mei-Ping
;
Lee, Chi-Chuan
- In:
Research in international business and finance
56
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013267884
Saved in:
44
Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian
;
Yi, Heling
;
Wei, Yu
;
Yang, Mo
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
Saved in:
45
The role of high-frequency data in volatility forecasting : evidence from the China stock market
Liu, Min
;
Lee, Chien-chiang
;
Choo, Wei Chong
- In:
Applied economics
53
(
2021
)
22
,
pp. 2500-2526
Persistent link: https://www.econbiz.de/10012501284
Saved in:
46
Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China's capital account liberalization
Yang, Kun
;
Wei, Yu
;
Li, Shouwei
;
He, Jianmin
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012660132
Saved in:
47
Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? : evidence based on HAR and Ridge regression models
Wei, Yu
;
Liang, Chao
;
Li, Yan
;
Zhang, Xunhui
;
Wei, Guiwu
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438364
Saved in:
48
Dynamic spillovers and connectedness between oil returns and policy uncertainty
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Applied economics
52
(
2020
)
35
,
pp. 3788-3808
Persistent link: https://www.econbiz.de/10012258981
Saved in:
49
The effects of U.S. unconventional monetary policy on Asian stock markets
Lee, Chien-chiang
;
Chen, Mei-Ping
;
Huang, Chun-Chie
- In:
The Singapore economic review : journal of the Economic …
65
(
2020
)
4
,
pp. 917-945
Persistent link: https://www.econbiz.de/10012509364
Saved in:
50
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
- In:
Open economies review
31
(
2020
)
2
,
pp. 309-316
Persistent link: https://www.econbiz.de/10012229747
Saved in:
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