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The impact of COVID-19 pandemic on the volatility connectedness network of global stock market

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Persistent link: https://www.econbiz.de/10014513730

Hot money in disaggregated capital flows

Yan, Cheng - In: The European journal of finance 24 (2018) 14, pp. 1190-1223

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Market co-movement between credit default swap curves and option volatility surfaces

Shi, Yukun; Stasinakis, Charalampos; Xu, Yaofei; Yan, Cheng - In: International review of financial analysis 82 (2022), pp. 1-13

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Oil price uncertainty and stock price informativeness : evidence from listed U.S. companies

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Stock price default boundary : a Black-Cox model approach

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The information content of CDS implied volatility and associated trading strategies

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Does carbon price uncertainty affect stock price crash risk? : evidence from China

Ren, Xiaohang; Zhong, Yan; Cheng, Xu; Yan, Cheng; … - In: Energy economics 122 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014440761

Weathering the policy storm : how climate strategy volatility shapes corporate total factor productivity

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Spillover effects among crude oil, carbon, and stock markets : evidence from nonparametric causality-in-quantiles tests

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Does Carbon Price Uncertainty Affect Stock Price Crash Risk? Evidence from China

Ren, Xiaohang; Zhong, Yan; Cheng, Xu; Yan, Cheng; … - 2022

This study examines the effect of carbon price uncertainty on stock price crash risk. Utilizing the dynamic panel model on the data of Chinese listed firms from 2011 to 2018, we find that high carbon price uncertainty increases stock price crash risk. The impact of carbon price uncertainty is...

Persistent link: https://www.econbiz.de/10014242418