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Supervisory capability of supervisor board, incentives to supervisor board, and stock price crash risk

Yin, Haiyuan; Chen, Baifan; Wang, Xiaoxiao - In: Bulletin of economic research 74 (2022) 2, pp. 622-649

Persistent link: https://www.econbiz.de/10013188735

Time-Frequency Volatility Transmission Among Energy Commodities and Financial Markets during the COVID-19 Pandemic : A Novel TVP-VAR Frequency Connectedness Approach

Huang, Jionghao; Chen, Baifan; Xu, Yushi; Xia, Xiaohua - 2022

This paper investigates the dynamic volatility spillover among energy commodities and financial markets in pre-and mid-COVID-19 periods by utilizing a novel TVP-VAR frequency connectedness approach and the QMLE-based realized volatility data. Our findings indicate that the volatility spillover...

Persistent link: https://www.econbiz.de/10014239079

Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic : a novel TVP-VAR frequency connectedness approach

Huang, Jionghao; Chen, Baifan; Xu, Yushi; Xia, Xiaohua - In: Finance research letters 53 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014472432

Time-frequency return connectedness between Chinese coal futures and international stock indices

Chen, Baifan; Huang, Jionghao; Liu, Danhe; Xia, Xiaohua - In: International review of economics & finance : IREF 89 (2024) 2, pp. 316-333

Persistent link: https://www.econbiz.de/10014446765