Narrow search
Showing 1 - 4 of 4
Cover Image
Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates
Xu, Hai-Chuan; Zhou, Wei-Xing; Sornette, Didier - In: Journal of international financial markets, … 49 (2017), pp. 173-183
Persistent link: https://www.econbiz.de/10011892392
Cover Image
Volatility connectedness in the Chinese banking system : do state-owned commercial banks contribute more?
Wang, Gang-Jin; Chi, Xie; Zhao, Longfeng; Jiang, Zhi-Qiang - In: Journal of international financial markets, … 57 (2018), pp. 205-230
Persistent link: https://www.econbiz.de/10012127626
Cover Image
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi; Dai, Peng-Fei; Zhou, Wei-Xing - In: Journal of international financial markets, … 88 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Cover Image
Factor volatility spillover and its implications on factor premia
Shi, Huai-Long; Zhou, Wei-Xing - In: Journal of international financial markets, … 80 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013533171