Similar Search Results

Impacts of macroeconomic news announcements on corporate bond market

Jiang, Ruixiang; Wang, Bo; Wu, Chunchi; Zhang, Yue - In: Advances in Pacific Basin business, economics and finance 11 (2023), pp. 89-125

Persistent link: https://www.econbiz.de/10014338182

Unified approach for the affine and non-affine models : an empirical analysis on the S&P 500 volatility dynamics

Zhu, Shunwei; Wang, Bo - In: Computational economics 53 (2019) 4, pp. 1421-1442

Persistent link: https://www.econbiz.de/10012135302

Risk spillovers from China's and the US stock markets during high-volatility periods : evidence from East Asianstock markets

Wang, Bo; Xiao, Yang - In: International review of financial analysis 86 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014249132

A slowly evolving mean of the price-to-dividend ratio, its economic influences and predictive power for stock returns

Herwartz, Helmut; Rengel, Malte; Fang, Xu - In: An analysis of long-term influences on financial …, (pp. 7-41). 2014

Persistent link: https://www.econbiz.de/10010480408

Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion

Zhao, Wandi; Gao, Yang - In: Emerging markets review 59 (2024), pp. 1-30

Persistent link: https://www.econbiz.de/10014533597

Effects of investor sentiment on stock volatility : new evidences from multi-source data in China's green stock markets

Gao, Yang; Zhao, Chengjie; Sun, Bianxia; Zhao, Wandi - In: Financial innovation : FIN 8 (2022), pp. 1-30

The effect of investor sentiment on stock volatility is a highly attractive research question in both the academic field and the real financial industry. With the proposal of China's "dual carbon" target, green stocks have gradually become an essential branch of Chinese stock markets. Focusing...

Persistent link: https://www.econbiz.de/10013368470

Multiscale features of extreme risk spillover networks among global stock markets

Ren, Ying-hua; Zhao, Wanru; You, Wan-hai; Zhu, Huiming - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013538942

Measuring liquidity with return volatility : an analytical approach based on heavy-tailed Censored-GARCH model

Zhao, Wandi; Gao, Yang; Wang, Mingjin - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013538992

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

Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?

Ren, Ying-hua; Tan, Anqi; Zhu, Huiming; Zhao, Wanru - In: International review of financial analysis 81 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013375403