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High-frequency financial data modeling using Hawkes processes
Chavez-Demoulin, Valerie; McGill, James A. - In: Journal of banking & finance 36 (2012) 12, pp. 3415-3426
Persistent link: https://www.econbiz.de/10009660437
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The impact of FX central bank intervention in a noise trading framework
Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Journal of banking & finance 33 (2009) 7, pp. 1187-1195
Persistent link: https://www.econbiz.de/10003842244
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Pre-announcement effects, news effects, and volatility : monetary policy and the stock market
Bomfim, Antúlio N. - In: Journal of banking & finance 27 (2003) 1, pp. 133-151
Persistent link: https://www.econbiz.de/10001721759
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Stochastic volatility, movements in short term interest rates, and bond option values
Vetzal, Kenneth R. - In: Journal of banking & finance 21 (1997) 2, pp. 169-196
Persistent link: https://www.econbiz.de/10001213042
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How important is the correlation between returns and volatility in a stochastic volatility model? : Empirical evidence from pricing and hedging in the S&P 500 index options market
Nandi, Saikat - In: Journal of banking & finance 22 (1998) 5, pp. 589-610
Persistent link: https://www.econbiz.de/10001243308
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Implications of GDP accounting for factor income share in China
Zhenjie, Qian - In: China economic review : an international journal 30 (2014), pp. 370-382
Persistent link: https://www.econbiz.de/10011392637
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Exchange rate movements in emerging economies : global vs regional factors in Asia
Chiappini, Raphaël; Lahet, Delphine - In: China economic review : an international journal 60 (2020), pp. 1-29
Persistent link: https://www.econbiz.de/10012602413
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Do extreme returns matter in emerging markets? : evidence from the Chinese stock market
Nartea, Gilbert V.; Kong, Dongmin; Wu, Ji - In: Journal of banking & finance 76 (2017), pp. 189-197
Persistent link: https://www.econbiz.de/10011814322
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Consumption inequality and its evolution in urban China
Zhao, Da; Wu, Tianhao; He, Qiwei - In: China economic review : an international journal 46 (2017), pp. 208-228
Persistent link: https://www.econbiz.de/10011910871
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Inequality of opportunity and household risky asset investment : evidence from panel data in China
Song, Yang; Wu, Wei-xing; Zhou, Guangsu - In: China economic review : an international journal 63 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012596967