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Fei, Tianlun; Liu, Xiaoquan - In: International review of financial analysis 78 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013252516

Analyzing time-different connectedness among systemic financial markets during the financial crisis and conventional era : New evidence from the VARX-DCC-MEGARCH model

Liu, Xiaoxing; Shehzad, Khurram - In: Journal of applied economics 26 (2023) 1, pp. 1-24

This investigation utilized the VARX-DCC-MEGARCH model assimilated with skewed-t density to analyze the time-different (i.e., daytime, overnight, and daily) connectedness among S&P 500, DAX 30, FTSE-100, Nikkei 225, and Shanghai Composite Index. This investigation discovered that the current...

Persistent link: https://www.econbiz.de/10014516096

The predictability, volatility persistence, and leverage effects in stock market returns : a study of BRICS stock market indices

Joo, Bashir Ahmad; Ghulam, Younis Ahmed - In: American journal of finance and accounting 7 (2023) 3/4, pp. 188-213

Persistent link: https://www.econbiz.de/10014490945

Government environmental concerns and corporate green innovation : evidence from heavy-polluting enterprises in China

Chen, Jinyu; Zhu, Dandan; Ding, Shijie; Qu, Jingxiao - In: Business strategy and the environment 33 (2024) 3, pp. 1920-1936

Persistent link: https://www.econbiz.de/10014513985

Spillover and leverage effect in Smart Beta Exchange Traded Funds : evidence from India

Vijaya, C.; Thenmozhi, M. - In: Decision : official journal of Indian Institute of … 51 (2024) 1, pp. 105-122

Persistent link: https://www.econbiz.de/10014566032

Identifying the volatility risk price through the leverage effect

Cheng, Xu; Renault, Eric; Sangrey, Paul - 2024 - This version: April 23, 2024

Persistent link: https://www.econbiz.de/10014580927

Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?

Wu, Xinyu; Mei, Xueting; Liu, Li - In: Applied economics letters 31 (2024) 8, pp. 757-767

Persistent link: https://www.econbiz.de/10014557859