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The volatility risk premium embedded in currency options

Sin, Low B.; Zhang, Shaojun - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 4, pp. 803-832

Persistent link: https://www.econbiz.de/10003242811

Toward tax-efficient low-volatility investing

Zhang, Shaojun - In: The journal of portfolio management : JPM 48 (2022) 2, pp. 198-207

Persistent link: https://www.econbiz.de/10012802498

American option pricing under the double Heston model based on asymptotic expansion

Zhang, S. M.; Feng, Y. - In: Quantitative finance 19 (2019) 2, pp. 211-226

Persistent link: https://www.econbiz.de/10012194649

Dynamic risk spillover and hedging efficacy of China's carbon-energy-finance markets : economic policy uncertainty and investor sentiment non-linear causal effects

Man, Yuanyuan; Zhang, Sunpei; He, Yongda - In: International review of economics & finance : IREF 93 (2024) 1, pp. 1397-1416

Persistent link: https://www.econbiz.de/10014535475

The level effect and volatility effect of uncertainty shocks in China

Zhang, Shangfeng; Liu, Yaoxin; Chen, Haitong; Zhu, Chun; … - In: Economic research 34 (2021) 1,1, pp. 172-193

Persistent link: https://www.econbiz.de/10013341482

Measuring the multi-scale price transmission effects from crude oil to energy stocks : a cascaded view

Xi, Zenglei; Yu, Jinxiu; Sun, Qingru; Zhao, Wenqi; Wang, He - In: International review of financial analysis 90 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014470341

Mitigating economic volatility : when building efficient financial markets should supersede conventional economic policy

Haque, M. Emranul; Middleditch, Paul; Zhang, Shuonan - In: Journal of government and economics : JGE 8 (2022), pp. 1-14

The choice of instruments for mitigating economic volatility is a serious consideration for policymakers and important question in government and economics. Using a DSGE model with endogenous technology creation, we show that efficient financial markets are more effective than conventional...

Persistent link: https://www.econbiz.de/10014413996