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Asset pricing models in the presence of higher moments : theory and evidence from the U.S. and China stock market
Hu, Debao; Li, Xin; Xiang, George; Zhou, Qiyao - In: Pacific-Basin finance journal 79 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014463246
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China's interest rate pass-through after the interest rate liberalization : evidence from a nonlinear autoregressive distributed lag model
Li, Xiao-Lin; Si, Dengkui; Ge, Xinyu - In: International review of economics & finance : IREF 73 (2021), pp. 257-274
Persistent link: https://www.econbiz.de/10012692235
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On the link between the exchange rates and interest rate differentials in China : evidence from an asymmetric wavelet analysis
Si, Dengkui; Li, Xiao-Lin; Ge, Xinyu - In: Empirical economics : a journal of the Institute for … 59 (2020) 6, pp. 2925-2946
Persistent link: https://www.econbiz.de/10012500877
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Can the Taylor rules explain exchange rate movements? : evidence from Central and Eastern European countries
Su, Chi-Wei; Si, Dengkui; Chang, Hsu-Ling; Li, Xiao-Lin - In: Argumenta oeconomica 41 (2018) 2, pp. 35-60
Persistent link: https://www.econbiz.de/10012284754
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Co-movement and causality between nominal exchange rates and interest rate differentials in BRICS countries : a wavelet analysis
Si, Dengkui; Li, Xiao-Lin; Chang, Tsangyao; Bai, Lu - In: Romanian journal of economic forecasting 21 (2018) 1, pp. 5-19
Persistent link: https://www.econbiz.de/10012019810
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Mean reversion of inflation rates in seven Eastern European countries : an application of a fourier quantile unit root test
Si, Dengkui; Li, Xiao-Lin - In: The journal of international trade & economic development 27 (2018) 1/2, pp. 145-167
Persistent link: https://www.econbiz.de/10011807052
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The comovement and causality between stock market cycle and business cycle in China : evidence from a wavelet analysis
Si, Dengkui; Liu, Xi-Hua; Kong, Xianli - In: Economic modelling 83 (2019), pp. 17-30
Persistent link: https://www.econbiz.de/10012204412
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Can insurance activity act as a stimulus of economic growth? : evidence from time-varying causality in China
Si, Dengkui; Li, Xiao-Lin; Jiang, Shi-jie - In: Emerging markets finance & trade : a journal of the … 54 (2018) 13/14/15, pp. 3030-3050
Persistent link: https://www.econbiz.de/10012125664