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Volatility
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Zhao, Yang
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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1
The international transmission of volatility shocks on an emerging economy : the case of Malaysia
Shah, Said Zamin
;
Baharumshah, Ahmad Zubaidi
;
Rusmawati Said
- In:
Malaysian journal of economic studies
56
(
2019
)
2
,
pp. 243-265
Persistent link: https://www.econbiz.de/10012320496
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2
The informational content of implied volatility : application to the USD/JPY exchange rates
Peng, Qing
;
Li, Jie
;
Zhao, Yu
;
Han, Wu
- In:
Journal of Asian economics
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013276004
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3
Belief heterogeneity in the option markets and the cross-section of stock returns
Borochin, Paul
;
Zhao, Yanhui
- In:
Journal of banking & finance
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012224402
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4
Economic policy uncertainty and housing returns in Germany : evidence from a bootstrap rolling window
Su, Chi-Wei
;
Li, Xin
;
Lobonţ, Oana-Ramona
;
Zhao, Yanping
- In:
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis …
34
(
2016
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10011567195
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5
Does the introduction of index futures stabilize stock markets? : further evidence from emerging markets
Kutan, Ali Mustafa
;
Shi, Yukun
;
Wei, Mingzhe
;
Zhao, Yang
- In:
International review of economics & finance : IREF
57
(
2018
),
pp. 183-197
Persistent link: https://www.econbiz.de/10012033854
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6
The heterogeneous volume-volatility relations in the exchange-traded fund market : evidence from China
Xu, Liao
;
Gao, Han
;
Shi, Yukun
;
Zhao, Yang
- In:
Economic modelling
85
(
2020
),
pp. 400-408
Persistent link: https://www.econbiz.de/10012210698
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7
The term structure of option-implied volatility and future realized volatility
Shi, Yukun
;
Zhang, Hao
;
Xu, Yaofei
;
Zhao, Yang
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
13
,
pp. 2997-3022
Persistent link: https://www.econbiz.de/10012211068
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8
The risk spillover effect of COVID-19 breaking news on the stock market
Long, Zhenzhen
;
Zhao, Yang
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
15
,
pp. 4321-4337
Persistent link: https://www.econbiz.de/10013463036
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9
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie
;
He, Mengxi
;
Zhao, Yuqi
;
Hao, Xianfeng
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
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10
Forecasting stock volatility with a large set of predictors : a new forecast combination method
Gong, Xue
;
Zhang, Weiguo
;
Zhao, Yuan
;
Ye, Xin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1622-1647
Persistent link: https://www.econbiz.de/10014432742
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