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~isPartOf:"Applied economics letters"
~isPartOf:"Review of quantitative finance and accounting"
~person:"Azhar Mohamad"
~person:"Grobys, Klaus"
~person:"Nie, He"
~person:"Wang, Xingchun"
~subject:"Capital income"
~subject:"China"
~subject:"Epidemic"
~subject:"Kausalanalyse"
~subject:"Volatilität"
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Azhar Mohamad
Grobys, Klaus
Nie, He
Wang, Xingchun
Ryu, Doojin
5
Schaub, Mark
5
Vivek Singh
5
Hur, Jungshik
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Lin, Shih-kuei
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Applied economics letters
Review of quantitative finance and accounting
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4
Review of derivatives research
3
International journal of finance & economics : IJFE
2
Journal of risk and financial management : JRFM
2
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The North American journal of economics and finance : a journal of financial economics studies
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
An empirical analysis of changes of the impact of federal budget deficits on stock market returns : evidence from the US economy
Grobys, Klaus
- In:
Applied economics letters
20
(
2013
)
7/9
,
pp. 921-924
Persistent link: https://www.econbiz.de/10009763253
Saved in:
5
Another look at value and momentum : volatility spillovers
Grobys, Klaus
;
Vähämaa, Sami
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1459-1479
Persistent link: https://www.econbiz.de/10012304196
Saved in:
6
Is the asset growth anomaly driven by macroeconomic states?
Grobys, Klaus
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 576-579
Persistent link: https://www.econbiz.de/10011627986
Saved in:
7
Does investor sentiment dynamically impact stock returns from different investor horizons? : evidence from the US stock market using a multi-scale method
Jiang, Yonghong
;
Mo, Bin
;
Nie, He
- In:
Applied economics letters
25
(
2018
)
7
,
pp. 472-476
Persistent link: https://www.econbiz.de/10011854926
Saved in:
8
Do different time horizons in the volatility of the US stock market significantly affect the China ETF market?
Nie, He
;
Jiang, Yonghong
;
Yang, Baoqing
- In:
Applied economics letters
25
(
2018
)
11
,
pp. 747-751
Persistent link: https://www.econbiz.de/10012129834
Saved in:
9
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
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