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On regulatory responses to the recent crisis : an assessment of the Basel market risk framework and the Volcker Rule

Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu - In: Financial markets, institutions & instruments 24 (2015) 2/3, pp. 87-125

Persistent link: https://www.econbiz.de/10011316632

A comparison of the original and revised Basel market risk frameworks for regulating bank capital

Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu - In: Journal of economic behavior & organization : JEBO 85 (2013) 1, pp. 249-268

Persistent link: https://www.econbiz.de/10009708765

An explanation of the forward premium 'puzzle'

Roll, Richard; Yan, Shu - In: European financial management : the journal of the … 6 (2000) 2, pp. 121-148

Persistent link: https://www.econbiz.de/10001474526

Higher moments, extreme returns, and cross-section of cryptocurrency returns

Jia, Yuecheng; Liu, Yuzheng; Yan, Shu - In: Finance research letters 39 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012804999

Portfolio selection with mental accounts : an equilibrium model with endogenous risk aversion

Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu - In: Journal of banking & finance 110 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012225005

Nominal price illusion, return skewness, and momentum

Jia, Yuecheng; Xu, Zheng; Yan, Shu; Zhang, Runyu - In: Finance research letters 67 (2024) 2, pp. 1-6

Persistent link: https://www.econbiz.de/10015062608

Underlying consumer preferences and their contribution to energy demand

Adeyemi, Olutomi I.; Broadstock, David C. - In: OPEC energy review 33 (2009) 3/4, pp. 198-204

Persistent link: https://www.econbiz.de/10003964395

Tying up loose ends : a note on the impact of omitting MA residuals form panel energy demand models based on the Koyck lag transformation

Broadstock, David C.; Hunt, Lester C. - In: The empirical economics letters : a monthly … 12 (2013) 10, pp. 1085-1092

Persistent link: https://www.econbiz.de/10010363758

Minimum Connectedness Portfolios and the Market for Green Bonds : Advocating Socially Responsible Investment (SRI) Activity

Broadstock, David C.; Chatziantoniou, Ioannis; Gabauer, … - 2021

Socially responsible investment (SRI) practices are increasingly widely adopted, and moving into mainstream investment activity. Among the suite of instruments available to responsible investors is a fixed-income offering known as a green bond - a specialized bond in which the use of proceeds...

Persistent link: https://www.econbiz.de/10013238330

Spillovers, path dependence and the productive performance of European transportation sectors in the presence of technology heterogeneity

Tsekouras, Kostas; Chatzistamoulou, Nikos; Kounetas, Kostas - In: Technological forecasting & social change : an … 102 (2016), pp. 261-274

Persistent link: https://www.econbiz.de/10011607594