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Is volatility clustering of asset returns asymmetric?

Ning, Cathy Q.; Xu, Dinghai; Wirjanto, Tony S. - In: Journal of banking & finance 52 (2015), pp. 62-76

Persistent link: https://www.econbiz.de/10011377303

Sustainable portfolio management under climate change

Fang, Mingyu; Tan, Ken Seng; Wirjanto, Tony S. - In: Journal of sustainable finance & investment 9 (2019) 1, pp. 45-67

Persistent link: https://www.econbiz.de/10012174982

Implied volatility surfaces during the period of global financial crisis

Wirjanto, Tony S.; Zhu, Anyi - In: International journal of financial engineering 5 (2018) 1, pp. 1-50

Persistent link: https://www.econbiz.de/10011922944

The impacts of financial crisis on sovereign credit risk analysis in Asia and Europe

Zhang, Min; Kolkiewicz, Adam W.; Wirjanto, Tony S.; Li, … - In: International journal of financial engineering 2 (2015) 3, pp. 1-57

Persistent link: https://www.econbiz.de/10011403191

Is volatility clustering of asset returns asymmetric?

Ning, Cathy Q.; Xu, Dinghai; Wirjanto, Tony S. - 2014

Persistent link: https://www.econbiz.de/10011382186

Exploring volatility of crude oil intraday return curves : a functional GARCH-X model

Rice, Gregory; Wirjanto, Tony S.; Zhao, Yuqian - In: Journal of commodity markets 32 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014495589

Demography and inflation : an international study

Andrews, Doug; Oberoi, Jaideep; Wirjanto, Tony S.; … - In: North American actuarial journal 22 (2018) 2, pp. 210-222

Persistent link: https://www.econbiz.de/10012268013

Exchange Rate of the US Dollar and the J Curve : The Case of Oil Exporting Countries

Yousefi, Ayoub - 2013

This study examines the effects of changes in the exchange rate of the US dollar on the trade balances of three oil-exporting countries, namely Iran, Venezuela and Saudi Arabia. An exchange rate pass-through model is applied to allow changes in the exchange rate of the dollar to affect prices of...

Persistent link: https://www.econbiz.de/10013084159