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Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli; Zhang, Weiguo; Tan, Chunzhi; Liu, Xing - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
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An analytical approximation approach for pricing European options in a two-price economy
Li, Zhe; Zhang, Weiguo; Zhang, Yue; Yi, Zhigao - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-12
Persistent link: https://www.econbiz.de/10012201210
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The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Zhang, Yi; Zhou, Long; Chen, Yajiao; Liu, Fang - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013449345
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Information asymmetry, sentiment interactions, and asset price
Zhang, Xuetong; Zhang, Weiguo - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014483999
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Higher-order moment nexus between the US Dollar, crude oil, gold, and bitcoin
Zhang, Yi; Zhou, Long; Li, Yuxue; Liu, Fang - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014485587