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How does economic policy uncertainty drive time-frequency connectedness across commodity and financial markets?

Wu, Hao; Zhu, Huiming; Huang, Fei; Mao, Weifang - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-30

Persistent link: https://www.econbiz.de/10014246897

Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis

Zhu, Huiming; Yu, Dongwei; Hau, Liya; Wu, Hao; Ye, Fangyu - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013449369

Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets : evidence from wavelet quantile analysis

Zhu, Huiming; Wu, Hao; Ren, Ying-hua; Yu, Dongwei - In: Applied economics 54 (2022) 53, pp. 6116-6146

Persistent link: https://www.econbiz.de/10013411351

Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions

Hsu, Shu-Han; Sheu, Chwen; Yoon, Jiho - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012822235

The term structure of inflation expectations

Adrian, Tobias (contributor); Wu, Hao (contributor) - 2009

We present estimates of the term structure of inflation expectations, derived from an affine model of real and nominal yield curves. The model features stochastic covariation of inflation with the real pricing kernel, enabling us to extract a time-varying inflation risk premium. We fit the model...

Persistent link: https://www.econbiz.de/10003812556

The model-free measures and the volatility spread

Chen, Jian; Liu, Xiaoquan - In: Applied economics letters 17 (2010) 16/18, pp. 1829-1833

Persistent link: https://www.econbiz.de/10009232136

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

Option pricing based on alternative jump size distributions

Chen, Jian; Ma, Chenghu - In: Frontiers of economics in China : selected publications … 11 (2016) 3, pp. 439-467

Persistent link: https://www.econbiz.de/10011597962

Forecasting Chinese stock market volatility with economic variables

Cai, Weixian; Chen, Jian; Hong, Jimin; Jiang, Fuwei - In: Emerging markets finance & trade : a journal of the … 53 (2017) 3, pp. 521-533

Persistent link: https://www.econbiz.de/10011764301

International volatility risk and Chinese stock return predictability

Chen, Jian; Jiang, Fuwei; Liu, Yangshu; Tu, Jun - In: Journal of international money and finance 70 (2017), pp. 183-203

Persistent link: https://www.econbiz.de/10011752322