Similar Search Results

The volatility spillover effect between the international crude oil futures price and China's stock market : multivariate BEKK-GARCH model based on wavelet multiresolution

Wu, Maoguo; Zhu, Zhehao - In: International journal of financial research 10 (2019) 4, pp. 84-89

Persistent link: https://www.econbiz.de/10012321225

An empirical analysis of volatility characteristics of inter-bank offered rate of international financial centers

Wu, Maoguo; Luo, Xin - In: International journal of financial research 7 (2016) 5, pp. 176-189

Persistent link: https://www.econbiz.de/10011579867

Did the introduction of securities margin trading decrease China's A-share market volatility?

Wu, Maoguo; Zhang, Hanyang; Tam, Kwok-Leung - In: International journal of financial research 8 (2017) 3, pp. 135-141

Persistent link: https://www.econbiz.de/10011779747

Risk analysis of world major stock index before and after the 2008 financial crisis : based on GARCH-VaR approach

Wu, Maoguo; Wang, Yanyuan - In: International journal of financial research 9 (2018) 2, pp. 39-54

Persistent link: https://www.econbiz.de/10012236540

Intraday seasonality in efficiency, liquidity, volatility, and volume : platinum and gold futures in Tokyo and New York

Iwatsubo, Kentaro; Watkins, Clinton; Xu, Tao - 2017

Persistent link: https://www.econbiz.de/10012132608

Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume : Platinum and Gold Futures in Tokyo and New York

Iwatsubo, Kentaro - 2017

We investigate intraday seasonality in, and relationships between, informational efficiency, volatility, volume and liquidity. Platinum and gold, both traded in overlapping sessions in Tokyo and New York, provide an interesting comparison because Tokyo is an internationally important trading...

Persistent link: https://www.econbiz.de/10012949601