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Volatility
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Mitigating volatile US gasoline prices and internalizing external costs : a win-win fuel portfolio
Zhang, Zibin
;
Lohr, Luanne
;
Escalante, Cesar L.
; …
- In:
American journal of agricultural economics
90
(
2008
)
5
,
pp. 1218-1225
Persistent link: https://www.econbiz.de/10003783037
Saved in:
2
Volatility dynamics of the UK business cycle : a multivariate asymmetric GARCH approach
Ho, Kin-Yip
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
International economics : a journal published by CEPII …
117
(
2009
)
1
,
pp. 31-46
Persistent link: https://www.econbiz.de/10003885910
Saved in:
3
Transitory price changes in the Chinese stock markets
Zhaohui Zhang
;
Nemiroff, Howard
;
Wang, Jiamin
;
Karim, …
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
4
,
pp. 519-540
Persistent link: https://www.econbiz.de/10003675503
Saved in:
4
Extensions of the standardized cross-sectional approach to short-horizon event studies
Bremer, Ronald
;
Zhaohui Zhang
- In:
The journal of financial research
30
(
2007
)
4
,
pp. 495-513
Persistent link: https://www.econbiz.de/10003582857
Saved in:
5
Conditional volatility asymmetry of business cycles : evidence from four OECD countries
Ho, Kin-Yip
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Journal of economic development
38
(
2013
)
3
,
pp. 33-56
Persistent link: https://www.econbiz.de/10010196456
Saved in:
6
How does news sentiment impact asset volatility? : evidence from long memory and regime-switching approaches
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 436-456
Persistent link: https://www.econbiz.de/10010367572
Saved in:
7
It takes two to tango : a regime-switching analysis of the correlation dynamics between the Mainland Chinese and Hong Kong stock markets
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
Scottish journal of political economy : the journal of …
63
(
2016
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10011454981
Saved in:
8
Volatility and correlation dynamics of the mainland Chinese and Hong Kong stock markets : evidence from the A-, B-, hand- and red chip markets
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The journal of wealth management
17
(
2014/15
)
2
,
pp. 55-67
Persistent link: https://www.econbiz.de/10010401008
Saved in:
9
Conditional heteroscedasticity with leverage effect in stock returns : evidence from the Chinese stock market
Long, Ling
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Economic modelling
37
(
2014
),
pp. 89-102
Persistent link: https://www.econbiz.de/10010416824
Saved in:
10
Exchange rate exposure of sectoral returns and volatilities : further evidence from Japanese industrial sectors
Jayasinghe, Prabhath
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Pacific economic review
19
(
2014
)
2
,
pp. 216-236
Persistent link: https://www.econbiz.de/10010503073
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