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Revisiting the risk-return relation in the Chinese stock market : decomposition of risk premium and volatility feedback effect
Liu, Hao; Shen, Shihan; Wang, Tianyi; Huang, Zhuo - In: China economic journal : the official journal of the … 9 (2016) 2, pp. 140-153
Persistent link: https://www.econbiz.de/10011585334
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A global-optimal portfolio theory beyond the R-σ model
Liua, Yifan; Liang, Shi-Dong - In: Frontiers of economics in China : selected publications … 15 (2020) 1, pp. 124-139
Persistent link: https://www.econbiz.de/10012227506
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An empirical analysis of the volatility in the open-end fund market : evidence from China
Xie, Shiqing; Huang, Xichen - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 150-162
Persistent link: https://www.econbiz.de/10010258917
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Climate change and blue returns : evidence from Niche firms in China
Wang, Haiyan; Mirza, Nawazish; Umar, Muhammad; Xie, Xin - In: Finance research letters 56 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014473681
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A test of the revised interest parity in China and Asian emerging markets
Kim, Heeho; Cho, JooEun - In: Emerging markets finance & trade : a journal of the … 47 (2011), pp. 23-41
Persistent link: https://www.econbiz.de/10009503134
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The impact of fiscal policy on government bond spreads in emerging markets
Žigman, Ante; Cota, Boris - In: Financial theory and practice 35 (2011) 4, pp. 385-412
Persistent link: https://www.econbiz.de/10009410454
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Bond risk premia in emerging markets : evidence from Brazil, China, Mexico, and Russia
Iania, Leonardo; Lyrio, Marco; Moura, Rubens - In: Applied economics 53 (2021) 58, pp. 6721-6738
Persistent link: https://www.econbiz.de/10012697964
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Bond Risk Premia in Emerging Markets : Evidence from Brazil, China, Mexico, and Russia
Iania, Leonardo - 2020
We employ an affine term structure model with no-arbitrage restrictions to analyze the global and domestic determinants of bond risk premia in major emerging markets. Our model captures (long-term) movements of realized risk premia and indicates that global economic and financial factors play a...
Persistent link: https://www.econbiz.de/10012846132
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China A-shares : strategic allocation to market and factor premiums
Groot, Wilma de; Swinkels, Laurens; Zhou, Weili - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 131-149
Persistent link: https://www.econbiz.de/10012613231
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The revealed inefficiencies of the China A-H premium
Li, Fujun; Liu, Xiaoyang; Viswanathan, Vivek - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 150-161
Persistent link: https://www.econbiz.de/10012613233