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Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng; Xu, Yixiong; Fan, Caiyun - In: International review of financial analysis 90 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
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Aggregate dividends and consumption smoothing
Huang, Winifred; Freeman, Mark C. - In: International review of financial analysis 42 (2015), pp. 324-335
Persistent link: https://www.econbiz.de/10011573515
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A price dynamic equilibrium model with trading volume weights based on a price-volume probability wave differential equation
Shi, Leilei; Wang, Binghong; Guo, Xinshuai; Li, Honggang - In: International review of financial analysis 74 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012803796
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Energy shock, industrial transformation and macroeconomic fluctuations
Yu, Chenyang; Fu, Changluan; Xu, Piaoyang - In: International review of financial analysis 92 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014492368
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Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre; Ivashchenko, Sergey; Gupta, Rangan; … - In: International review of financial analysis 93 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
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Oral intervention in China : efficacy of Chinese exchange rate communications
Zhang, Zhichao; He, Li; Zhang, Chuanjie - In: International review of financial analysis 49 (2017), pp. 24-34
Persistent link: https://www.econbiz.de/10011741229
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Identifying the comovement of price between China's and international crude oil futures : a time-frequency perspective
Huang, Xiaohong; Huang, Shupei - In: International review of financial analysis 72 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012437245
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A network perspective of comovement and structural change : evidence from the Chinese stock market
Huang, Chuangxia; Deng, Yunke; Yang, Xiaoguang; Cao, Jinde - In: International review of financial analysis 76 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012804747
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Adjusted dividend-price ratios and stock return predictability : evidence from China
Yin, Libo; Nie, Jing - In: International review of financial analysis 73 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012803441
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Are cash-flow betas really bad? : evidence from the Greater Chinese stock markets
Wu, Ming; Ohk, Kiyool; Ko, Kwangsoo - In: International review of financial analysis 63 (2019), pp. 58-68
Persistent link: https://www.econbiz.de/10012207371