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Volatility
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Kam Fong Chan
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Pacific-Basin finance journal
NBER working paper series
618
Energy economics
617
Finance research letters
603
Working paper / National Bureau of Economic Research, Inc.
572
NBER Working Paper
509
Journal of banking & finance
464
International review of financial analysis
442
The journal of futures markets
422
Applied economics
419
International review of economics & finance : IREF
399
Economic modelling
377
The North American journal of economics and finance : a journal of financial economics studies
350
Journal of international money and finance
341
Journal of econometrics
327
Discussion paper / Centre for Economic Policy Research
306
Applied economics letters
300
Working paper
298
Applied financial economics
293
Journal of empirical finance
288
Research in international business and finance
279
Economics letters
272
Journal of international financial markets, institutions & money
272
International journal of theoretical and applied finance
251
IMF working papers
247
Journal of financial economics
230
CESifo working papers
213
Discussion paper / Tinbergen Institute
212
Journal of risk and financial management : JRFM
209
Quantitative finance
196
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
189
MPRA Paper
177
The European journal of finance
172
International Journal of Energy Economics and Policy : IJEEP
166
Journal of economic dynamics & control
161
Working paper series / European Central Bank
161
International journal of finance & economics : IJFE
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
International journal of forecasting
149
The review of financial studies
147
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ECONIS (ZBW)
186
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1
A new government bond
volatility
index predictor for the U.S. equity premium
Pan, Zheyao
;
Kam Fong Chan
- In:
Pacific-Basin finance journal
50
(
2018
),
pp. 200-215
Persistent link: https://www.econbiz.de/10012033788
Saved in:
2
State-varying illiquidity risk in sovereign bond spreads
Docherty, Paul
;
Easton, Steve
- In:
Pacific-Basin finance journal
50
(
2018
),
pp. 235-248
Persistent link: https://www.econbiz.de/10012033797
Saved in:
3
Price discovery in China's inter-bank bond market
Wu, Lei
;
Liu, Chunlin
;
Meng, Qingbin
;
Zeng, Hongchao
- In:
Pacific-Basin finance journal
48
(
2018
),
pp. 84-98
Persistent link: https://www.econbiz.de/10012028030
Saved in:
4
Issuer's choice of Islamic bond type
Azmat, Saad
;
Skully, Michael T.
;
Brown, Kym
- In:
Pacific-Basin finance journal
28
(
2014
),
pp. 122-135
Persistent link: https://www.econbiz.de/10010494018
Saved in:
5
Measuring the liquidity impact on catastrophe bond spreads
Zhao, Yang
;
Yu, Min-Teh
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 197-210
Persistent link: https://www.econbiz.de/10012169578
Saved in:
6
Sovereign default risk linkage : implication for portfolio diversification
Hassan, Kamrul
;
Hoque, Ariful
;
Gasbarro, Dominic
- In:
Pacific-Basin finance journal
41
(
2017
),
pp. 1-16
Persistent link: https://www.econbiz.de/10011800480
Saved in:
7
The (little) difference that makes all the difference between Islamic and conventional bonds
Azmat, Saad
;
Skully, Michael J.
;
Brown, Kym
- In:
Pacific-Basin finance journal
42
(
2017
),
pp. 46-59
Persistent link: https://www.econbiz.de/10011800539
Saved in:
8
Pre-trade transparency in over-the-counter bond markets
Chen, Fan
;
Zhong, Zhuo
- In:
Pacific-Basin finance journal
45
(
2017
),
pp. 14-33
Persistent link: https://www.econbiz.de/10011800801
Saved in:
9
An empirical analysis of the Australian dollar swap spreads
Fang, Victor
;
Muljono, Ronny
- In:
Pacific-Basin finance journal
11
(
2003
)
2
,
pp. 153-173
Persistent link: https://www.econbiz.de/10001758258
Saved in:
10
Asian sovereign debt and country risk
Johansson, Anders C.
- In:
Pacific-Basin finance journal
18
(
2010
)
4
,
pp. 335-350
Persistent link: https://www.econbiz.de/10008728792
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