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Volatility
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ECONIS (ZBW)
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Nonlinearity and efficiency dynamics of foreign exchange markets : evidence from multifractality and volatility of major exchange rates
Han, Chenyu
;
Wang, Yiming
;
Xu, Yingying
- In:
Economic research
33
(
2020
)
1,1
,
pp. 731-751
Persistent link: https://www.econbiz.de/10013173575
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2
Absolving beta of volatility's effects
Liu, Jianan
;
Stambaugh, Robert F.
;
Yan, Yu
-
2016
-
This Version: November 14, 2016
Persistent link: https://www.econbiz.de/10011843913
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3
Intraday return behavior of the five-minute Shanghai Stock Exchange Composite Index
Wang, Hua
;
Yu, Yan
;
Li, Min
- In:
Journal of international business and economics : JIBE
9
(
2009
)
3
,
pp. 85-96
Persistent link: https://www.econbiz.de/10003927517
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4
Asset pricing with two types of heterogeneous consumption volatilities in mind : evidence from China
Chen, Qi-an
;
Li, Huashi
;
Lin, Jianyi
;
Yan, Youliang
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014463601
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5
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
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6
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619368
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7
Analyzing time-varying volatility spillovers between the crude oil markets using a new method
Liu, Tangyong
;
Gong, Xu
- In:
Energy economics
87
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012512419
Saved in:
8
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
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