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Quantitative easing and the spillover effects from the crude oil market to other financial markets : evidence from QE1 to QE3
Lyu, Yongjian; Zhang, Xinyu; Cao, Jin; Liu, Jiatao; Yang, Mo - In: Journal of international money and finance 140 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014451417
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Predictable dynamics in the implied volatility surface based on weighted least squares : evidence from soybean meal futures options in China
Sui, Cong; Lung, Peter P.; Yang, Mo - In: Emerging markets, finance and trade : EMFT 56 (2020) 11, pp. 2625-2638
Persistent link: https://www.econbiz.de/10012262896
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Index option trading and equity volatility : evidence from the SSE 50 and CSI 500 stocks
Sui, Cong; Lung, Peter P.; Yang, Mo - In: International review of economics & finance : IREF 73 (2021), pp. 60-75
Persistent link: https://www.econbiz.de/10012672300
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Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian; Yi, Heling; Wei, Yu; Yang, Mo - In: Economic modelling 103 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
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Time-varying monetary policy shocks and the dynamics of Chinese commodity prices
Lyu, Yongjian; Yi, Heling; Cao, Jin; Yang, Mo - In: Pacific-Basin finance journal 75 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013552469