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Pandemic-driven financial contagion and investor behavior : evidence from the COVID-19
Yuan, Ying; Wang, Haiying; Jin, Xiu - In: International review of financial analysis 83 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013460941
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Jump-diffusion volatility models for variance swaps : an empirical performance analysis
Jin, Xing; Hong, Yi - In: International review of financial analysis 87 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014457699