Narrow search
Showing 1 - 6 of 6
Cover Image
Modeling interest rate volatility : a Realized GARCH approach
Tian, Shuairu; Hamori, Shigeyuki - In: Journal of banking & finance 61 (2015), pp. 158-171
Persistent link: https://www.econbiz.de/10011545170
Cover Image
Dynamic correlation and equicorrelation analysis of global financial turmoil : evidence from emerging East Asian stock markets
Cai, Xiao Jing; Tian, Shuairu; Hamori, Shigeyuki - In: Applied economics 48 (2016) 40/42, pp. 3789-3803
Persistent link: https://www.econbiz.de/10011628092
Cover Image
Co-movements in commodity markets andimplications in diversification benefits
Cai, Xiao Jing; Fang, Zheng; Youngho, Chang; Tian, Shuairu - In: Empirical economics : a journal of the Institute for … 58 (2020) 2, pp. 393-425
Persistent link: https://www.econbiz.de/10012219019
Cover Image
Interdependence between oil and East Asian stock markets : evidence from wavelet coherence analysis
Cai, Xiao Jing; Tian, Shuairu; Yuan, Nannan; Hamori, … - In: Journal of international financial markets, … 48 (2017), pp. 206-223
Persistent link: https://www.econbiz.de/10011892354
Cover Image
Dependence structures between Chinese stock markets and the international financial market : evidence from a wavelet-based quantile regression approach
Yang, Lu; Tian, Shuairu; Yang, Wei; Xu, Mingli; Hamori, … - In: The North American journal of economics and finance : a … 45 (2018), pp. 116-137
Persistent link: https://www.econbiz.de/10012117763
Cover Image
Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets : evidence from the United States
Tian, Shuairu; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 38 (2016), pp. 163-171
Persistent link: https://www.econbiz.de/10011673355