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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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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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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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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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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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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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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
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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