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Volatility clustering : a nonlinear theoretical approach
He, Xue-zhong; Li, Kai; Wang, Chuncheng - In: Journal of economic behavior & organization : JEBO 130 (2016), pp. 274-297
Persistent link: https://www.econbiz.de/10011701919
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Capital flows and GDP in emerging economies and the role of global spillovers
Beckmann, Joscha; Czudaj, Robert - In: Journal of economic behavior & organization : JEBO 142 (2017), pp. 140-163
Persistent link: https://www.econbiz.de/10011926029
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Exchange rate expectation, abnormal returns, and the COVID-19 pandemic
Beckmann, Joscha; Czudaj, Robert - In: Journal of economic behavior & organization : JEBO 196 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013375039
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Measurement and effects of euro/dollar exchange rate uncertainty
Beckmann, Joscha - In: Journal of economic behavior & organization : JEBO 183 (2021), pp. 773-790
Persistent link: https://www.econbiz.de/10012599979
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Trading heterogeneity under information uncertainty
He, Xue-zhong; Zheng, Huanhuan - In: Journal of economic behavior & organization : JEBO 130 (2016), pp. 64-80
Persistent link: https://www.econbiz.de/10011701856
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Social interaction, volatility clustering, and momentum
He, Xue-zhong; Li, Kai; Santi, Caterina; Shi, Lei - In: Journal of economic behavior & organization : JEBO 203 (2022), pp. 125-149
Persistent link: https://www.econbiz.de/10014227916