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Pricing European basket warrants with default risk under stochastic volatility models

Wang, Xingchun - In: Applied economics letters 29 (2022) 3, pp. 253-260

Persistent link: https://www.econbiz.de/10012803500

Valuing vulnerable options with bond collateral

Wang, Guanying; Wang, Xingchun - In: Applied economics letters 28 (2021) 2, pp. 115-118

Persistent link: https://www.econbiz.de/10012415094

Valuing vulnerable options with two underlying assets

Wang, Xingchun - In: Applied economics letters 27 (2020) 21, pp. 1699-1706

Persistent link: https://www.econbiz.de/10012315771

Pricing options on the maximum of two average prices under stochastic volatility models

Wang, Xingchun - In: Applied economics letters 29 (2022) 10, pp. 887-894

Persistent link: https://www.econbiz.de/10013411818

Exchange options and spread options with stochastically correlated underlyings

Wang, Xingchun - In: Applied economics letters 29 (2022) 12, pp. 1060-1068

Persistent link: https://www.econbiz.de/10013412038

Multiple asymmetries in index stock returns from boom bust and stable volatile markets states : an empirical study of US and UK stock markets

Li, Ming-yuan Leon - In: Applied economics letters 16 (2009) 1/3, pp. 183-191

Persistent link: https://www.econbiz.de/10003822700

Nonlinear interrelations between ADRs and their underlying stocks revisited : application of threshold VECM

Li, Ming-yuan Leon - In: Applied economics letters 16 (2009) 16/18, pp. 1867-1873

Persistent link: https://www.econbiz.de/10003932657

Tiananmen Square 1989 : the view from financial markets

Burdekin, Richard C. K.; Li, Xinzhu - In: Applied economics letters 22 (2015) 1/3, pp. 141-147

Persistent link: https://www.econbiz.de/10010482030

Stochastic volatility, liquidity and intraday information flow

Li, Jinliang; Wu, Chunchi - In: Applied economics letters 18 (2011) 16/18, pp. 1511-1515

Persistent link: https://www.econbiz.de/10009383452

Enter the Dragon : Interactions between Chinese, US and Asia‐Pacific Equity Markets, 1995‐2010

Burdekin, Richard C. K. - 2012

This paper applies a variety of short‐run and long‐run time series techniques to data on a broad group of Asia‐Pacific stock markets and the United States extending to 2010. Our empirical work confirms the importance of crises in affecting the persistence of equity returns in the...

Persistent link: https://www.econbiz.de/10013114360