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The relationship between economic policy uncertainty and corporate tax rates
Clance, Matthew; Gozgor, Giray; Gupta, Rangan; Lau, Chi … - In: Annals of financial economics 16 (2021) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10012650833
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A general optimal investment model in the presence of background risk
Alghalith, Moawia; Guo, Xu; Wong, Wing Keung; Zhu, Lixing - In: Annals of financial economics 11 (2016) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10011503987
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Welfare gains from macro-hedging
Alghalith, Moawia; Wong, Wing Keung - In: Annals of financial economics 15 (2020) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10012642979
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A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment
Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Annals of financial economics 17 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013262971
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Modeling of stock returns in continuous vis-à-vis discrete time is equivalent, respectively, to the conditioning of stock returns on a random walk process for trade imbalances vis-...
Obrimah, Oghenovo Adewale; Wong, Wing Keung - In: Annals of financial economics 17 (2022) 2, pp. 1-35
Persistent link: https://www.econbiz.de/10013262988
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Time diversification : perspectives from the economic index of riskness
Lu, Richard; Yang, Chen-Chen; Wong, Wing Keung - In: Annals of financial economics 13 (2018) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10011958474
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An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Jawadi, Fredj; Namouri, Hela; Ftiti, Zied - In: Journal of economic dynamics & control 91 (2018), pp. 469-484
Persistent link: https://www.econbiz.de/10011974225
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Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Herwartz, Helmut; Wang, Shu - In: Journal of economic dynamics & control 151 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014478708
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The mean-variance rule for investors with reverse S-shaped utility
Wong, Wing Keung; Yeung, David W. K.; Lu, Richard - In: Annals of financial economics 18 (2023) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10014442384
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Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa; Cuñado Eizaguirre, Juncal; Gupta, Rangan; … - In: Annals of financial economics 18 (2023) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10014442581