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A PDE approach for risk measures for derivatives with regime switching

Elliott, Robert J.; Siu, Tak Kuen; Chan, Leunglung - In: Annals of finance 4 (2008) 1, pp. 55-74

Persistent link: https://www.econbiz.de/10003589415

Cadenillas, Abel; Elliott, Robert J.; Miao, Hong; Wu, Zhenyu - In: Asia-Pacific financial markets 16 (2009) 4, pp. 265-285

Persistent link: https://www.econbiz.de/10003933754

Return and volatility transmission in US housing markets

Miao, Hong; Ramchander, Sanjay; Simpson, Marc W. - In: Real estate economics : journal of the American Real … 39 (2011) 4, pp. 701-741

Persistent link: https://www.econbiz.de/10009406351

Stock-versus-flow distinctions, information, and the role of inventory

Adrangi, Bahram; Chatrath, Arjun; Christie-David, Rohan; … - In: The journal of futures markets 35 (2015) 11, pp. 1003-1025

Persistent link: https://www.econbiz.de/10011546210

S&P 500 index-futures price jumps and macroeconomic news

Miao, Hong; Ramchander, Sanjay; Zumwalt, J. Kenton - In: The journal of futures markets 34 (2014) 10, pp. 980-1001

Persistent link: https://www.econbiz.de/10010508683

Return and Volatility Transmission in U.S. Housing Markets

Miao, Hong - 2011

This paper uses the Case-Shiller U.S. house price indices to analyze spatial dependencies across 16 metropolitan markets for the period January 1989 to June 2006. Return transmission patterns establish New York, San Francisco, and Miami to be among the most influential markets. In terms of...

Persistent link: https://www.econbiz.de/10013133006