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Estimation of discrete choice network models with missing outcome data
Chen, Denghui; Kiefer, Hua; Liu, Xiaodong - In: Regional science & urban economics 97 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013445629
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Spillover effects in home mortgage defaults : identifying the power neighbor
Chomsisengphet, Souphala; Kiefer, Hua; Liu, Xiaodong - In: Regional science & urban economics 73 (2018), pp. 68-82
Persistent link: https://www.econbiz.de/10012108799
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VIX changes and derivative returns on FOMC meeting days
Krieger, Kevin; Mauck, Nathan; Chen, Denghui - In: Financial markets and portfolio management 26 (2012) 3, pp. 315-331
Persistent link: https://www.econbiz.de/10009623474
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Resolution of financial market uncertainty around the release of unemployment rate announcements
Gu, Chen; Chen, Denghui; Stan, Raluca - In: International review of economics & finance : IREF 80 (2022), pp. 586-596
Persistent link: https://www.econbiz.de/10013342634
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It is not just what you say, but how you say it : why tonality matters in central bank communication
Gu, Chen; Chen, Denghui; Stan, Raluca; Shen, Aizhong - In: Journal of empirical finance 68 (2022), pp. 216-231
Persistent link: https://www.econbiz.de/10013464489
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The house price determination process : rational expectations with a spatial context
Kiefer, Hua - In: Journal of housing economics 20 (2011) 4, pp. 249-266
Persistent link: https://www.econbiz.de/10009501976
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Residential location choice : the role of a taste for similarity
Kiefer, Hua - In: International journal of economics and finance 4 (2012) 9, pp. 34-60
Persistent link: https://www.econbiz.de/10009624630
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Chinas Autobauer auf der Überholspur : Szenarien zur Konsolidierung der chinesischen Automobilindustrie bis 2015
Liu, Xiaodong - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003688762
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Risk aversion decomposition and the impact of monetary policy surprises on aggregate tail risk aversion
Chen, Denghui - In: The Journal of Risk Finance 19 (2018) 5, pp. 564-590
Purpose: The purpose of this paper is to present theoretical and empirical support that the fear component associated with rare events has an impact on risk premium and market returns. Design/methodology/approach: Extension of jump-diffusion model to extract the fear component from...
Persistent link: https://www.econbiz.de/10012076940
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Investor sentiment and the market reaction to macroeconomic news
Gu, Chen; Chen, Denghui; Stan, Raluca - In: Journal of Futures Markets 41 (2021) 9, pp. 1412-1426
Persistent link: https://www.econbiz.de/10012632610