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Volatility forecasting in the Hang Seng index using the GARCH approach

Liu, Wei; Morley, Bruce - In: Asia-Pacific financial markets 16 (2009) 1, pp. 51-63

Persistent link: https://www.econbiz.de/10003855652

Daily Chinese Institutional Trading and Stock Price Volatility : Revisited

Chen, Zhijuan; Liu, Wei; Ma, Changfeng; Zhang, Shunming - 2022

Using the sample from January 1, 2014 to December 31, 2017 from SHSE, we find a non-negative relation between Chinese institutional net trading and stock price volatility, while Li and Wang (2010) show a significantly negative relation between July 1, 2002 to December 31, 2004, and hence...

Persistent link: https://www.econbiz.de/10013403273

Multi-scale risk connectedness between economic policy uncertainty of China and global oil prices in time-frequency domains

Cheng, Sheng; Liu, Wei; Jiang, Qisheng; Cao, Yan - In: Computational economics 61 (2023) 4, pp. 1593-1616

Persistent link: https://www.econbiz.de/10014327075

Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market

Liu, Wei; Garrett, Ian - In: Economic modelling 128 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014464307

Corbet, Shaen; Hou, Yang; Hu, Yang; Oxley, Les; Xu, Danyang - In: International review of economics & finance : IREF 71 (2021), pp. 55-81

Persistent link: https://www.econbiz.de/10012627758

Corbet, Shaen - 2020

Utilising Chinese-developed data based on long-standing influenza indices and the more recently-developed coronavirus and face-mask indices, we set out to test for the presence of volatility spillovers from Chinese financial markets during the outbreak of the COVID-19 pandemic upon a broad...

Persistent link: https://www.econbiz.de/10012832216

Does blockchain patent-development influence Bitcoin risk?

Hu, Yang; Hou, Yang; Oxley, Les; Corbet, Shaen - In: Journal of international financial markets, … 70 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012668235

Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic

Corbet, Shaen; Hou, Yang; Hu, Yang; Larkin, Charles; … - In: Finance research letters 45 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014575516

Seeking a shock haven : Hedging extreme upward oil price changes

Conlon, Thomas; Corbet, Shaen; Hou, Yang; Hu, Yang; … - In: International review of financial analysis 94 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014543955

Is gold always a safe haven?

Ryan, Michael; Corbet, Shaen; Oxley, Les - In: Finance research letters 64 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10014531763