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International Review of Finance
The journal of futures markets
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Asymmetric Correlations in Predicting Portfolio Returns*
Wang, Nianling
;
Zhang, Lijie
;
Huang, Zhuo
;
Li, Yong
- In:
International Review of Finance
21
(
2019
)
1
,
pp. 97-120
Persistent link: https://www.econbiz.de/10012091573
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The predictive power of macroeconomic uncertainty for commodity futures volatility
Huang, Zhuo
;
Liang, Fang
;
Tong, Chen
- In:
International Review of Finance
21
(
2020
)
3
,
pp. 989-1012
Persistent link: https://www.econbiz.de/10012282312
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