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Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan; Sheng, Xin; Pierdzioch, Christian; Ji, Qiang - In: Research in international business and finance 58 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
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The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach
Salisu, Afees A.; Gupta, Rangan; Bouri, Elie; Ji, Qiang - In: Research in international business and finance 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012581489
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Modelling the joint dynamics of oil prices and investor fear gauge
Ji, Qiang; Fan, Ying - In: Research in international business and finance 37 (2016), pp. 242-251
Persistent link: https://www.econbiz.de/10011595199
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Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
Liu, Zhenhua; Ji, Qiang; Zhai, Pengxiang; Ding, Zhihua - In: Research in international business and finance 66 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014462203