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~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~person:"Caporale, Guglielmo Maria"
~person:"Zhu, Huiming"
~subject:"Macro news"
~subject:"Volatility"
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Caporale, Guglielmo Maria
Zhu, Huiming
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22
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1
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
2
Revisiting the asymmetric dynamic dependence of stock returns : evidence from a quantile autoregression model
Zhu, Huiming
;
Li, Zhao-Lai
;
You, Wan-hai
;
Zeng, Zhaofa
- In:
International review of financial analysis
40
(
2015
),
pp. 142-153
Persistent link: https://www.econbiz.de/10011475708
Saved in:
3
Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Saved in:
4
Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC : a quantile regression approach
Guo, Peng
;
Zhu, Huiming
;
You, Wan-hai
- In:
Finance research letters
25
(
2018
),
pp. 251-258
Persistent link: https://www.econbiz.de/10012003553
Saved in:
5
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
6
Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Finance research letters
21
(
2017
),
pp. 140-143
Persistent link: https://www.econbiz.de/10011807527
Saved in:
7
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
8
Time-frequency co-movement of cryptocurrency return and volatility : evidence from wavelet coherence analysis
Qiao, Xingzhi
;
Zhu, Huiming
;
Hau, Liya
- In:
International review of financial analysis
71
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012436392
Saved in:
9
Going green : insight from asymmetric risk spillover between investor attention and pro-environmental investment
Deng, Chao
;
Zhou, Xiaoying
;
Peng, Cheng
;
Zhu, Huiming
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013457372
Saved in:
10
Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?
Ren, Ying-hua
;
Tan, Anqi
;
Zhu, Huiming
;
Zhao, Wanru
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013375403
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