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Consistent pricing of VIX options with the Hawkes jump-diffusion model

Jing, Bo; Li, Shenghong; Ma, Yong - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012821987

Trade openness, financial openness, and macroeconomic volatility

Ma, Yong; Jiang, Yiqing; Yao, Chi - In: Economic systems 46 (2022) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10013202835

Pricing vulnerable options with stochastic volatility and stochastic interest rate

Ma, Chaoqun; Yue, Shengjie; Wu, Hui; Ma, Yong - In: Computational economics 56 (2020) 2, pp. 391-429

Persistent link: https://www.econbiz.de/10012272041

Exchange options under clustered jump dynamics

Ma, Yong; Pan, Dongtao; Wang, Tianyang - In: Quantitative finance 20 (2020) 6, pp. 949-967

Persistent link: https://www.econbiz.de/10012262652

Pricing vulnerable options with jump clustering

Ma, Yong; Shrestha, Keshab; Xu, Weidong - In: The journal of futures markets 37 (2017) 12, pp. 1155-1178

Persistent link: https://www.econbiz.de/10011951026

Finance and productivity growth : evidence from China

Ma, Yong; Zhang, Hang - In: Global economic review 50 (2021) 3, pp. 273-292

Persistent link: https://www.econbiz.de/10012597197

Financial development, financial instability, and fiscal policy volatility : international evidence

Ma, Yong; Lv, Lin - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-32

Persistent link: https://www.econbiz.de/10014246920

Economic policy uncertainty, oil price volatility and stock market returns : evidence from a nonlinear model

Liu, Xiaojun; Wang, Yunyuan; Du, Wanying; Ma, Yong - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013539015

Economic Policy Uncertainty, Macroeconomic Environment and Stock Price Crash Risk : Evidence from China

Ma, Yong; Liu, Xiaojun; Xu, Weidong - 2023

This paper examines how the macroeconomic environment affects crash risk-policy uncertainty sensitivity. We document that policy uncertainty heightens crash risk, while economic growth diminishes crash risk-policy uncertainty sensitivity through the managers’ policy risk perception channel....

Persistent link: https://www.econbiz.de/10014354005

Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets

Hao, Xinlei; Ma, Yong; Pan, Dongtao - In: Journal of multinational financial management 73 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014526940