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Volatility
68
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Lee, Cheng F.
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Gu, Anthony Yanxiang
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Review of Pacific Basin financial markets and policies
Energy economics
642
Finance research letters
611
NBER working paper series
485
Working paper / National Bureau of Economic Research, Inc.
466
International review of financial analysis
419
NBER Working Paper
416
Applied economics
380
Journal of banking & finance
374
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Research in international business and finance
283
Applied financial economics
265
Journal of empirical finance
264
Applied economics letters
261
Working paper
251
Economics letters
246
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
240
Discussion paper / Centre for Economic Policy Research
238
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Discussion paper / Tinbergen Institute
195
Quantitative finance
194
Journal of financial economics
184
Pacific-Basin finance journal
171
CESifo working papers
170
International Journal of Energy Economics and Policy : IJEEP
169
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
The European journal of finance
160
IMF working papers
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
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International journal of forecasting
145
Journal of forecasting
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The review of financial studies
126
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ECONIS (ZBW)
68
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1
The oil futures and options markets in 2020 : the "message from markets"
Ronn, Ehud I.
- In:
Review of Pacific Basin financial markets and policies
24
(
2021
)
4
,
pp. 2150030-1-2150030-23
Persistent link: https://www.econbiz.de/10012805139
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2
The price discovery processes in China, India, and Russia's stock index futures markets
Liu, Qingfeng Wilson
;
Sono, Hui
;
Zhang, Wei
- In:
Review of Pacific Basin financial markets and policies
24
(
2021
)
3
,
pp. 2150020-1-2150020-28
Persistent link: https://www.econbiz.de/10012657782
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3
Macroeconomic uncertainty and stock market uncertainty : some further evidence from Pakistan
Aziz, Tariq
;
Marwat, Jahanzeb
;
Mustafa, Sheraz
- In:
Review of Pacific Basin financial markets and policies
24
(
2021
)
2
,
pp. 2150014-1-2150014-15
Persistent link: https://www.econbiz.de/10012627829
Saved in:
4
Factors driving openness in China trade : corruption, exchange rate volatility, and macro determinants
Thong Trung Nguyen
;
Toan Luu Duc Huynh
;
Wong, Wing Keung
- In:
Review of Pacific Basin financial markets and policies
24
(
2021
)
2
,
pp. 2150016-1-2150016-25
Persistent link: https://www.econbiz.de/10012627832
Saved in:
5
Measuring the volatility of market risk of Vietnam banking industry after the low inflation period 2015-2017
Nguyen Ngoc Thach
;
Nguyen Van Bao
;
Dinh Tran Ngoc Huy
; …
- In:
Review of Pacific Basin financial markets and policies
23
(
2020
)
4
,
pp. 2050029-1-2050029-13
Persistent link: https://www.econbiz.de/10012496953
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6
The implication of the oscillations in exchange rate for the commodity-wise trade flows between Pakistan and China : an evidence from ARDL approach
Chishti, Muhammad Zubair
;
Iqbal, Javed
;
Mahmood, Farrukh
; …
- In:
Review of Pacific Basin financial markets and policies
23
(
2020
)
4
,
pp. 2050030-1-2050030-33
Persistent link: https://www.econbiz.de/10012496955
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7
The impact of sentiment on commodity return and volatility
Maghyereh, Aktham I.
;
Abdoh, Hussein
;
Al-Shboul, Mohammad
- In:
Review of Pacific Basin financial markets and policies
23
(
2020
)
4
,
pp. 2050034-1-2050034-34
Persistent link: https://www.econbiz.de/10012496992
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8
Risk-reward trade-off and volatility performance of Islamic versus conventional stock indices : global evidence
Abu-Alkheil, Ahmad M.
;
Khan, Walayet A.
;
Parikh, Bhavik
- In:
Review of Pacific Basin financial markets and policies
23
(
2020
)
1
,
pp. 2050002-1-2050002-29
Persistent link: https://www.econbiz.de/10012299655
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9
Asymmetries in Volatility : an empirical study for the Peruvian stock and Forex markets
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
1
,
pp. 1950003-1-1950003-18
Persistent link: https://www.econbiz.de/10012156142
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10
Reinvestigate the bid-ask bounce effect and pricing of idiosyncratic volatility : the case of the Australian market
Liu, Bin
;
Tan, Monica
;
Cam, Marie-Anne
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
1
,
pp. 1950004-1-1950004-23
Persistent link: https://www.econbiz.de/10012156144
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11
Price impact of corporate bond trading : evidence from the australian securities exchange
Frino, Alex
;
Lepone, Andrew
;
Lepone, Grace
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
3
,
pp. 1950020-1-1950020-22
Persistent link: https://www.econbiz.de/10012156159
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12
Does the information content of central bank speeches impact on the level of exchange rate? : a comparative study of Canadian and Australian central bank communications
Masawi, Becksndale
;
Bhattacharya, Sukanto
;
Boulter, Terry
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011809736
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13
Ad hoc black and scholes procedures with the time-to-maturity
Byun, Suk Joon
;
Kim, Sol
;
Rhee, Dong Woo
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011809745
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14
Long-term dependency structure and structural breaks : evidence from the U.S. sector returns and volatility
Ngene, Geoffrey
;
Mungai, Ann Nduati
;
Lynch, Allen K.
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011865593
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15
Volatility forecast by volatility index and its use as a risk management tool under a value-at-risk approach
Siu, Yam Wing
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
2
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011865598
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16
Impacts of introducing index futures on stock market volatilities : new evidences from China
Gao, Yang
;
Sun, Bianxia
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011976146
Saved in:
17
Major currency ETFs and their associated spot and futures rates
Padungsaksawasdi, Chaiyuth
;
Parhizgari, Ali M.
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011779032
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18
Lead-lag relationship between returns and implied moments : evidence from KOSPI 200 intraday options data
Kim, Sol
;
Lee, Geul
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011752436
Saved in:
19
China's macroeconomic fundamentals on stock market volatility : evidence from Shanghai and Hong Kong
Cheng, Andy Wui Wing
;
Yip, Iris Wing Han
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
2
,
pp. 1-57
Persistent link: https://www.econbiz.de/10011744142
Saved in:
20
The information content of ASX SPI 200 implied volatility
Tanha, Hassan
;
Dempsey, Michael
- In:
Review of Pacific Basin financial markets and policies
19
(
2016
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011490536
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21
A study on unobserved structural innovations of oil price : evidence from global stock, bond, foreign exchange, and energy markets
Baek, Jungho
;
Seo, Ji-Yong
- In:
Review of Pacific Basin financial markets and policies
18
(
2015
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011286058
Saved in:
22
Stock options, idiosyncratic volatility, and earnings quality
Alam, Pervaiz
;
Liu, Min
;
Liu, Zhefeng
;
Peng, Xiaofeng
- In:
Review of Pacific Basin financial markets and policies
18
(
2015
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011300934
Saved in:
23
The pre-holiday effect in China : abnormal returns or compensation for risk?
Tian, Yuan
;
Gupta, Rakesh
;
Bianchi, Robert J.
- In:
Review of Pacific Basin financial markets and policies
18
(
2015
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011383032
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24
Stock price informativeness and idiosyncratic return volatility in emerging markets : evidence from China
Lin, Karen Jingrong
;
Karim, Khondkar
;
Carter, Clairmont
- In:
Review of Pacific Basin financial markets and policies
17
(
2014
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010474381
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25
Multiscaling and stock market efficiency in China
Thiele, Thomas A.
- In:
Review of Pacific Basin financial markets and policies
17
(
2014
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10010474386
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26
The initial return and its conditional return volatility : evidence from the Chinese IPO market
Hussein, M. Monica
;
Zhou, Zhong-guo
- In:
Review of Pacific Basin financial markets and policies
17
(
2014
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010474387
Saved in:
27
New insights on the implied and realized volatility relation
Blenman, Lloyd P.
;
Wang, Guan Jun
- In:
Review of Pacific Basin financial markets and policies
15
(
2012
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009551711
Saved in:
28
Who offers liquidity on options markets when volatility is high?
Chang, Matthew C.
- In:
Review of Pacific Basin financial markets and policies
15
(
2012
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009700460
Saved in:
29
Are green fund investors really socially responsible?
Chung, Huimin
;
Lee, Han-hsing
;
Tsai, Pei-chun
- In:
Review of Pacific Basin financial markets and policies
15
(
2012
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009700490
Saved in:
30
Nonlinear adjustments of volatility expectations to forecast errors : evidence from Markov-Regime switches in implied volatility
Nishina, Kazuhiko
;
Maghrebi, Nabil
;
Holmes, Mark J.
- In:
Review of Pacific Basin financial markets and policies
15
(
2012
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009671277
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31
The informativeness of corporate bond trades
Chen, Peter
;
Wang, Junbo
;
Wu, Chunchi
- In:
Review of Pacific Basin financial markets and policies
14
(
2011
)
3
,
pp. 367-428
Persistent link: https://www.econbiz.de/10009312112
Saved in:
32
Applied rough set logics for multi-criteria decision analysis in stock index volatility projection
Ho, Wen-Rong Jerry
- In:
Review of Pacific Basin financial markets and policies
14
(
2011
)
4
,
pp. 715-735
Persistent link: https://www.econbiz.de/10009536935
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33
Simultaneous volatility transmission and spillover effects
Gannon, Gerard L.
- In:
Review of Pacific Basin financial markets and policies
13
(
2010
)
1
,
pp. 127-156
Persistent link: https://www.econbiz.de/10008857171
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34
The impact of non-trading periods on the measurement of volatility
Wang, Yaw-huei
;
Hsiao, Yu-jen
- In:
Review of Pacific Basin financial markets and policies
13
(
2010
)
4
,
pp. 607-620
Persistent link: https://www.econbiz.de/10008987297
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35
Non-normality and risk in developing Asian markets
Alles, Lakshman
;
Murray, Louis
- In:
Review of Pacific Basin financial markets and policies
13
(
2010
)
4
,
pp. 583-605
Persistent link: https://www.econbiz.de/10008987299
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36
Intraday patterns, announcement effects, and volatility persistence in the Japanese government bond futures market
Shi, Weihua
;
Eisenberg, Laurence K.
;
Lee, Cheng F.
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
1
,
pp. 63-85
Persistent link: https://www.econbiz.de/10003867391
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37
Real exchange rate behavior under peg : evidence from the Chinese RMB and Malaysian MYR
E, Yongjian
;
Gu, Anthony Yanxiang
;
Yang, Chau-chen
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
1
,
pp. 141-158
Persistent link: https://www.econbiz.de/10003867419
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38
Alternative formulas to compute implied standard deviation
Ang, James S.
;
Jou, Gwoduan David
;
Lai, Tsong-yue
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
2
,
pp. 159-176
Persistent link: https://www.econbiz.de/10003871567
Saved in:
39
Variation in stock return risks : an international comparison
Chiou, Wan-jiun Paul
;
Lee, Alice C.
;
Lee, Cheng F.
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
2
,
pp. 245-266
Persistent link: https://www.econbiz.de/10003871586
Saved in:
40
On the relationship between stock prices and exchange rates for India
Narayan, Paresh Kumar
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
2
,
pp. 289-308
Persistent link: https://www.econbiz.de/10003871588
Saved in:
41
Stock returns and volatility : evidence from select emerging markets
Arora, Ravinder Kumar
;
Das, Himadri
;
Jain, Pramod Kumar
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
4
,
pp. 567-592
Persistent link: https://www.econbiz.de/10008825091
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42
Modelling regulatory change V's volume of trading effects in HSIF and HSI volatility
Gannon, Gerard L.
;
Au-Yeung, Siu Pang
- In:
Review of Pacific Basin financial markets and policies
11
(
2008
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10003679942
Saved in:
43
Volatility persistence of high-frequency returns in the Japanese government bond futures market
Shi, Weihua
;
Lee, Cheng F.
- In:
Review of Pacific Basin financial markets and policies
11
(
2008
)
4
,
pp. 511-530
Persistent link: https://www.econbiz.de/10003816725
Saved in:
44
Price limit and volatility in Taiwan stock exchange : some additional evidence from the extreme value approach
Maghyereh, Aktham I.
;
Zoubi, Haitham al-
;
Nobanee, Haitham
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
1
,
pp. 51-61
Persistent link: https://www.econbiz.de/10003463387
Saved in:
45
Explaining risk/return mismatch of the MSCI China index : a systematic risk analysis
Liang, Priscilla
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
1
,
pp. 63-80
Persistent link: https://www.econbiz.de/10003463389
Saved in:
46
Regime shifts in the stock-bond relation in Australia
Hobbes, Garry
;
Lam, Frewen
;
Loudon, Geoffrey F.
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
1
,
pp. 81-99
Persistent link: https://www.econbiz.de/10003463390
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47
Foreign exchange volatility shifts and futures hedging : an ICSS-GARCH approach
Mansur, Iqbal
;
Cochran, Steven J.
;
Shaffer, David Reed
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
3
,
pp. 349-388
Persistent link: https://www.econbiz.de/10003611852
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48
Short sales constraints and return volatility : evidence from the Chinese A and H share markets
Gu, Anthony Yanxiang
;
Yang, Chauchen
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
4
,
pp. 469-478
Persistent link: https://www.econbiz.de/10003675450
Saved in:
49
Transitory price changes in the Chinese stock markets
Zhaohui Zhang
;
Nemiroff, Howard
;
Wang, Jiamin
;
Karim, …
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
4
,
pp. 519-540
Persistent link: https://www.econbiz.de/10003675503
Saved in:
50
Exchange rate volatility and the Asian financial crisis : evidence from South Korea and ASEAN-5
Baharumshah, Ahmad Zubaidi
;
Wooi, Hooy Chee
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
2
,
pp. 237-264
Persistent link: https://www.econbiz.de/10003507277
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