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The cross-sector risk contagion among Chinese financial institutions : evidence from the extreme volatility spillover perspective
Ke, Rui; Shen, Anni; Yin, Man; Tan, Changchun - In: Finance research letters 63 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014531332
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Positivity constraints on the conditional variances in the family of conditional correlation GARCH models
Nakatani, Tomoaki; Teräsvirta, Timo - In: Finance research letters 5 (2008) 2, pp. 88-95
Persistent link: https://www.econbiz.de/10003751298
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Volatility spillovers between stock, bond, oil, and gold with portfolio implications : evidence from China
Zhang, Yongjie; Wang, Meng; Xiong, Xiong; Zou, Gaofeng - In: Finance research letters 40 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012820088
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The other side of forward guidance : are central banks constrained by financial markets?
Picault, Matthieu; Raffestin, Louis - In: Finance research letters 36 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012483389
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The effect of US macroeconomic news announcements on the Canadian stock market : evidence using high-frequency data
Hussain, Syed Mujahid; Ben Omrane, Walid - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012486063
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Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl - In: Finance research letters 23 (2017), pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
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Is there a relationship between the time scaling property of asset returns and the outliers? : evidence from international financial markets
González Sánchez, Mariano - In: Finance research letters 38 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012490299
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COVID-19 and the United States financial markets' volatility
Albulescu, Claudiu Tiberiu - In: Finance research letters 38 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012490640
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Who are the net senders and recipients of volatility spillovers in China's financial markets?
Wang, Gang-Jin; Chi, Xie; Jiang, Zhi-Qiang; Stanley, H. … - In: Finance research letters 18 (2016), pp. 255-262
Persistent link: https://www.econbiz.de/10011657061
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Capital market reactions to project finance loans
Kammoun, Manel; Power, Gabriel J.; Tandja M., Djerry C. - In: Finance research letters 45 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014574917