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Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao; Li, Yan; Ma, Feng; Wei, Yu - In: International review of financial analysis 75 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
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Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic : VIX vs EPU?
Wang, Jiqian; Lu, Xinjie; He, Feng; Ma, Feng - In: International review of financial analysis 72 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012437423
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Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei; Ma, Feng; Bouri, Elie; Liao, Yin - In: International review of financial analysis 94 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
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Macroeconomic attention, economic policy uncertainty, and stock volatility predictability
Ma, Feng; Guo, Yangli; Chevallier, Julien; Huang, Dengshi - In: International review of financial analysis 84 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013472723
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Less is more? : new evidence from stock market volatility predictability
Lu, Fei; Ma, Feng; Guo, Qiang - In: International review of financial analysis 89 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014467087