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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Shi, Yanlin"
~subject:"Estimation"
~subject:"Exchange rate"
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Estimation
Exchange rate
Börsenkurs
2
Share price
2
Volatility
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Volatilität
2
ARCH model
1
ARCH-Modell
1
Ankündigungseffekt
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Announcement effect
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Asset volatility
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China
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Chinese renminbi
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News sentiment
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Shi, Yanlin
Gupta, Rangan
7
Pierdzioch, Christian
5
Zhu, Huiming
5
Chang, Chia-Lin
4
Hau, Liya
4
Kang, Sang Hoon
4
McAleer, Michael
4
Mensi, Walid
4
Ho, Kin-Yip
3
Kinkyō, Takuji
3
Wang, Xiangning
3
Wohar, Mark E.
3
Zhang, Zhaoyong
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Dai, Zhifeng
2
Guerello, Chiara
2
Hamori, Shigeyuki
2
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Huang, Qian
2
Ji, Qiang
2
Jiang, Yonghong
2
Jung, Hojin
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Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
2
Liu, Fang
2
Liu, Qiang
2
Nonejad, Nima
2
Risse, Marian
2
Salisu, Afees A.
2
Wen, Fenghua
2
Wu, Xinyu
2
Xuan Vinh Vo
2
Zhang, Shuguang
2
Zhang, Yi
2
Zhou, Long
2
Ahmed, Walid M. A.
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Aiube, Fernando Antônio Lucena
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The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
2
International review of economics & finance : IREF
2
International review of financial analysis
1
Journal of financial econometrics
1
Journal of the Operational Research Society
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Pacific-Basin finance journal
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The journal of futures markets
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ECONIS (ZBW)
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How does news sentiment impact asset volatility? : evidence from long memory and regime-switching approaches
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 436-456
Persistent link: https://www.econbiz.de/10010367572
Saved in:
2
Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 168-186
Persistent link: https://www.econbiz.de/10012036615
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