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The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots
Zhou, Wei-Xing; Dai, Yun-Shi; Duong, Kiet Tuan; Dai, … - In: Journal of economic behavior & organization 217 (2024), pp. 91-111
Persistent link: https://www.econbiz.de/10014552743
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Run risks of cash-redeemable ETFs
Leung, David Wing Yu; Wong, Joe Ho-Yeung; Fong, Tom - In: Pacific-Basin finance journal 85 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014575236
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Frequency volatility connectedness and market integration in international real estate investment trusts
Liow, Kim Hiang; Song, Jeong Seop - In: Finance research letters 45 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10014578129
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Forecasting oil price volatility using spillover effects from uncertainty indices
Chatziantoniou, Ioannis; Degiannakis, Stavros; Delis, … - In: Finance research letters 42 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10014580430
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Empirical evidence on calendar anomalies in trading and non-trading day returns in Indian stock market
Tuyekar, Suraj Prakash; Padyala, Sri Ram; Ramesh, … - In: Finance India : the quarterly journal of Indian … 37 (2023) 3, pp. 899-918
Persistent link: https://www.econbiz.de/10014583105
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Rescaling the double-mean-reverting 4/2 stochastic volatility model for derivative pricing
Cao, Jiling; Kim, Jeong-Hoon; Liu, Wenqiang; Zhang, WenJun - In: Finance research letters 58 (2023) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10014583526
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Can night trading reduce price volatility? : evidence from China's corn and corn starch futures markets
Xia, Weiyi; Xiong, Tao; Li, Miao - In: The journal of futures markets 44 (2024) 4, pp. 585-604
Persistent link: https://www.econbiz.de/10014536653
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Connectedness and risk spillover in China's commodity futures sectors
Long, Jun; Yuan, Xianghui; Jin, Liwei; Zhao, Chencheng - In: The journal of futures markets 44 (2024) 5, pp. 784-802
Persistent link: https://www.econbiz.de/10014536684
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Maximum order size and market quality : evidence from a natural experiment in commodity futures markets
Peng, Kun; Hu, Zhepeng; Robe, Michel A. - In: The journal of futures markets 44 (2024) 5, pp. 803-825
Persistent link: https://www.econbiz.de/10014536686
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Sovereign credit ratings, emerging market risk and financial market volatility
Reisen, Helmut - 1998
Persistent link: https://www.econbiz.de/10013453205