Similar Search Results

Conditional correlated jump dynamics in foreign exchange

Chan, Wing Hong - In: Economics letters 83 (2004) 1, pp. 23-28

Persistent link: https://www.econbiz.de/10001967528

Forecasting volatility : roles of sampling frequency and forecasting horizon

Chan, Wing Hong; Cheng, Xin; Fung, Joseph K. W. - In: The journal of futures markets 30 (2010) 12, pp. 1167-1191

Persistent link: https://www.econbiz.de/10008901291

A new look at copper markets : a regime-switching jump model

Chan, Wing Hong (contributor); Young, Denise (contributor) - 2009

Persistent link: https://www.econbiz.de/10003816536

Identifying the common jump component in foreign exchange returns

Chan, Wing Hong - 2004

Persistent link: https://www.econbiz.de/10002415238

Volatility spillovers arising from the financialization of commodities

Chan, Wing Hong; Shelton, Bryce; Wu, Yan Wendy - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-12

This paper examines whether the proliferation of new index products, such as commodity-tracking exchange-traded funds (ETFs), amplified the volatility transmission channel introduced by financialization. This paper focuses on the volatility spillover effects among crude oil, metals, agriculture,...

Persistent link: https://www.econbiz.de/10011961264