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~language:"eng"
~type_genre:"Article in journal"
~subject:"Volatilität"
~subject:"Credit risk"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"Pacific-Basin finance journal"
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Volatilität
Credit risk
Börsenkurs
744
Share price
744
Capital income
601
Kapitaleinkommen
601
China
584
Aktienmarkt
462
Stock market
462
Theorie
433
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433
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361
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395
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Article in journal
Aufsatz in Zeitschrift
395
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English
Author
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Faff, Robert W.
6
Lee, Cheng F.
5
Frino, Alex
4
Liao, Hsien-hsing
4
Sokolinskiy, Oleg
4
Wang, Chih-Wei
4
Wei, K. C. John
4
An, Yunbi
3
Chang, Chuang-chang
3
Chen, Tsung-Kang
3
Chiang, Thomas C.
3
Hammoudeh, Shawkat
3
Kalev, Petko S.
3
Kam Fong Chan
3
Lee, Hsiu-chuan
3
Li, Bingxin
3
Li, Zhiyong
3
Lin, Shih-kuei
3
Liu, Qingfu
3
Liu, Xiaoquan
3
Lo, Chien-Ling
3
Pan, Zheyao
3
Shi, Yongdong
3
Aloui, Chaker
2
Bae, Sung-chul
2
Baik, Bok
2
Bouri, Elie
2
Brooks, Robert
2
Chan, Kam C.
2
Chan, Yue-cheong
2
Chen, Cathy Yi-Hsuan
2
Chen, Jing
2
Chen, Ren-Raw
2
Chen, Sheng-syan
2
Cheng, Louis T. W.
2
Chiu, Wan-Chien
2
Chou, Robin K.
2
Dean, Warren G.
2
Docherty, Paul
2
Fang, Victor
2
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Review of quantitative finance and accounting
Pacific-Basin finance journal
Journal of banking & finance
837
Finance research letters
665
Energy economics
600
International review of financial analysis
504
Applied economics
437
International review of economics & finance : IREF
422
Economic modelling
408
The North American journal of economics and finance : a journal of financial economics studies
385
The journal of futures markets
370
International journal of theoretical and applied finance
344
Journal of econometrics
328
Research in international business and finance
324
Applied economics letters
318
Journal of international financial markets, institutions & money
316
Journal of empirical finance
312
Applied financial economics
299
Journal of financial economics
298
Economics letters
292
Journal of international money and finance
280
Journal of risk and financial management : JRFM
253
The European journal of finance
217
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
217
Quantitative finance
212
Journal of economic dynamics & control
194
Journal of financial stability
180
International journal of finance & economics : IJFE
173
Risks : open access journal
172
The review of financial studies
172
International journal of forecasting
170
The journal of finance : the journal of the American Finance Association
163
The journal of credit risk : published quarterly by Incisive Media
162
European journal of operational research : EJOR
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
160
International Journal of Energy Economics and Policy : IJEEP
159
The journal of fixed income
152
International journal of economics and financial issues : IJEFI
144
Journal of forecasting
142
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
141
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ECONIS (ZBW)
395
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395
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Date (oldest first)
1
The asymmetric effect of information shock on overnight and intraday expected returns : evidence from Chinese a-share stock market
Liu, Xiaoqun
;
Hou, Chenji
;
Zhu, Shinan
;
Chen, Haiqiang
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491102
Saved in:
2
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
3
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
4
Volatility spillover features in financial industries and identification of systemically important financial institutions : a new perspective
Wang, Hu
;
Liu, Xin
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491127
Saved in:
5
Political uncertainty and commonality in liquidity
Đặng Tùng Lâm
;
Hoang, Luong
;
Nguyen Huong Giang
; …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014491128
Saved in:
6
Analysis of tail risk contagion among industry sectors in the Chinese stock market during the COVID-19 pandemic
Wu, Junfeng
;
Zhang, Chao
;
Chen, Yun
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491144
Saved in:
7
Political turnover and corporate credit spread : evidence from China
Fu, Lili
;
Chen, Zhen
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014491162
Saved in:
8
Modeling underwriting risk : a copula regression analysis on U.S. property-casualty insurance byline loss ratios
Tsai, Jeffrey Tzuhao
;
Lo, Chien-Ling
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491177
Saved in:
9
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
10
Robust lessons learned from bank failures during the Great Financial Crisis
Goenner, Cullen F.
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 449-498
Persistent link: https://www.econbiz.de/10014503105
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