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The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi; Suo, Wulin - In: The journal of futures markets 28 (2008) 2, pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
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Information transmission in informationally linked markets : evidence from US and Chinese commodity futures markets
Liu, Qingfu; An, Yunbi - In: Journal of international money and finance 30 (2011) 5, pp. 778-795
Persistent link: https://www.econbiz.de/10009268772
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Star analysts, overreaction, and synchronicity : evidence from China and the United States
Zhou, Mingshan; Lin, Jing; An, Yunbi - In: Financial management 46 (2017) 3, pp. 797-832
Persistent link: https://www.econbiz.de/10011751781
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Market reactions to trade friction between China and the United States : evidence from the soybean futures market
Wen, Tian; Li, Ping; Chen, Lei; An, Yunbi - In: Journal of management science and engineering 8 (2023) 3, pp. 325-341
In March 2018, the US used an immense trade deficit as an excuse to provoke trade friction with China. This study uses the EGARCH model and event study methods to study the impact of the major risk event of Sino-US trade friction on soybean futures markets in China and the United States. Results...
Persistent link: https://www.econbiz.de/10014383294