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COVID-19 and risk spillovers of China's major financial markets : evidence from time-varying variance decomposition and wavelet coherence analysis
Xie, Qiwei; Cheng, Lu; Liu, Ranran; Zheng, Xiaolong; … - In: Finance research letters 52 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472112
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Forecasting realized volatility of Chinese crude oil futures with a new secondary decomposition ensemble learning approach
Jiang, Wei; Tang, Wanqing; Liu, Xiao - In: Finance research letters 57 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014526701
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Effects of labor market flexibility on foreign direct investment : China evidence
Liu, Junxian; Guo, Zhaoying - In: Finance research letters 53 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014472304
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Valuing resettable convertible bonds : based on path decomposing
Feng, Yun; Huang, Bing-hua; Huang, Yu - In: Finance research letters 19 (2016), pp. 279-290
Persistent link: https://www.econbiz.de/10011657721
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Gender differences in risky asset behavior : the importance of self-confidence and financial literacy
Cupák, Andrej; Fessler, Pirmin; Schneebaum, Alyssa - In: Finance research letters 42 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10014580412
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Decomposing interconnectedness : a study of cryptocurrency spillover effects in global financial markets
Liu, Jian; Julaiti, Jiansuer; Gou, Shangde - In: Finance research letters 61 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014490635
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Forecasting stock market volatility : the sum of the parts is more than the whole
Gao, Shang; Zhang, Zhikai; Wang, Yudong; Zhang, Yaojie - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014473040
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Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min - In: Finance research letters 63 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
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Credit ratings, financial ratios, and equity risk : a decomposition analysis based on Moody's, Standard & Poor's and Fitch's ratings
Jiang, Yixiao - In: Finance research letters 46 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013342825
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Measuring ESG risks in multi-asset portfolios : decomposing VaRESG into CVaRESG
Capelli, Paolo; Ielasi, Federica; Russo, Angeloantonio - In: Finance research letters 66 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10015061195