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Chinese stock market volatility and the role of U.S. economic variables

Chen, Jian; Jiang, Fuwei; Li, Hongyi; Xu, Weidong - In: Pacific-Basin finance journal 39 (2016), pp. 70-83

Persistent link: https://www.econbiz.de/10011669190

Chinese Stock Market Volatility and the Role of U.S. Economic Variables

Chen, Jian - 2017

This paper investigates the effects of U.S. economic variables on the time variation of Chinese stock market volatility. We find that several U.S. economic variables such as the dividend price ratio, dividend yield and industrial production strongly forecast the future monthly volatilities of...

Persistent link: https://www.econbiz.de/10012969357

Revisiting asymmetric price transmission in the U.S. oil-gasoline markets : a multiple threshold error-correction analysis

Qin, Xiao; Zhou, Chunyang; Wu, Chongfeng - In: Economic modelling 52 (2016), pp. 583-591

Persistent link: https://www.econbiz.de/10011642925

Can GARCH-class models capture long memory in WTI crude oil markets?

Wang, Yudong; Wu, Chongfeng; Wei, Yu - In: Economic modelling 28 (2011) 3, pp. 921-927

Persistent link: https://www.econbiz.de/10009271384

Energy prices and exchange rates of the US dollar : further evidence from linear and nonlinear causality analysis

Wang, Yudong; Wu, Chongfeng - In: Economic modelling 29 (2012) 6, pp. 2289-2297

Persistent link: https://www.econbiz.de/10009673754

Estimation of short-run and long-run elasticities of energy demand from panel data using shrinkage estimators

Maddala, Gangadharrao S.; Trost, Robert P.; Li, Hongyi; … - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 90-100

Persistent link: https://www.econbiz.de/10001214281

Estimation des élasticités de court et de long termes de la demande d'électricité sur données de panel à partir d'estimateurs à rétrécisseur

Li, Hongyi - In: Economie & prévision : EP (1996), pp. 127-141

Persistent link: https://www.econbiz.de/10001220978

Bootstrap variance estimation of nonlinear functions of parameters : an application to long-run elasticities of energy demand

Li, Hongyi; Maddala, Gangadharrao S. - In: The review of economics and statistics 81 (1999) 4, pp. 728-733

Persistent link: https://www.econbiz.de/10001437460

Does the China-US trade imbalance stem from difference in the comparative advantages of service trade? : empirical analysis based on SVAR model

Cheng, Huifang; Hong, Chenxiang; Li, Hongyi; Zhang, Yi - In: Emerging markets, finance and trade : EMFT 59 (2023) 5, pp. 1444-1463

Persistent link: https://www.econbiz.de/10014289469

Who lives in the c-suite? : organizational structure and the division of labor in top management

Guadalupe, Maria; Li, Hongyi; Wulf, Julie - 2012

Persistent link: https://www.econbiz.de/10009486068

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