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~person:"Caporale, Guglielmo Maria"
~person:"Wu, Chunchi"
~subject:"Volatility"
~type_genre:"Article in journal"
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Caporale, Guglielmo Maria
Wu, Chunchi
Chiarella, Carl
6
Benth, Fred Espen
5
Nikitopoulos, Christina Sklibosios
5
Díaz Pérez, Antonio
4
Kim, Dong H.
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Advances in Pacific Basin business, economics and finance
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ECONIS (ZBW)
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1
Impacts of macroeconomic news announcements on corporate bond market
Jiang, Ruixiang
;
Wang, Bo
;
Wu, Chunchi
;
Zhang, Yue
- In:
Advances in Pacific Basin business, economics and finance
11
(
2023
),
pp. 89-125
Persistent link: https://www.econbiz.de/10014338182
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2
Jump and volatility risk in the cross-section of corporate bond returns
Chen, Xi
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial markets
60
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013397876
Saved in:
3
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
4
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 114-134
Persistent link: https://www.econbiz.de/10012244285
Saved in:
5
Liquidity risk, credit risk and the overknight interest rate spread : a stochastic volatility modelling approach
Beirne, John
;
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
The Manchester School
81
(
2013
)
6
,
pp. 925-940
Persistent link: https://www.econbiz.de/10010341577
Saved in:
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