Similar Search Results

Market volatility, monetary policy and the term premium

Mallick, Sushanta Kumar; Mohanty, M. S.; Zampolli, Fabrizio - 2017

Persistent link: https://www.econbiz.de/10011613347

Market volatility, monetary policy and the term premium

Kumar, Abhishek; Mallick, Sushanta Kumar; Mohanty, M. S.; … - In: Oxford bulletin of economics and statistics 85 (2023) 1, pp. 208-237

Persistent link: https://www.econbiz.de/10014304364

Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model

Wang, Nianling; Yin, Jiyuan; Li, Yong - In: International review of financial analysis 92 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10014492383

An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models

Li, Yong; Ni, Zhongxin; Zhang, Jie - In: Computational economics 37 (2011) 3, pp. 237-248

Persistent link: https://www.econbiz.de/10008902927

Economic uncertainty : a key factor to understanding idiosyncratic volatility puzzle

Li, Yong; Mu, Yuandong; Qin, Tianyu - In: Finance research letters 42 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10014581390

Anchoring Heuristics, Attention to Risks, and Market Liquidity : A Regression Discontinuity Design

Cao, Xiaping; Lin, Wenlian; Li, Yong - Hong Kong Institute for Monetary and Financial Research - 2023

This working paper is written by Jerry Cao (Hang Seng University of Hong Kong), Wenlian Lin (Chinese University of Hong Kong, Shenzhen) and Yong Li (University of International Business and Economics).Market liquidity evaporation is often accompanied by investors’ attention to risks. We...

Persistent link: https://www.econbiz.de/10014350171