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Partisan conflict, trade policy uncertainty, and the energy market

Yang, Cai; Zhang, Hongwei; Qin, Yun; Niu, Zibo - In: Research in international business and finance 71 (2024), pp. 1-23

This paper investigates the time-varying effects of partisan conflict (PC) and trade policy uncertainty (TPU) on the energy market from January 2000 to July 2021 by employing a time-varying parameter vector autoregressive model with stochastic volatility. The results show that the pass-through...

Persistent link: https://www.econbiz.de/10015061705

Is currency union a feasible option in East Asia? A multivariate structural VAR approach

Huang, Ying; Guo, Feng - In: Research in international business and finance 20 (2006) 1, pp. 77-94

Persistent link: https://www.econbiz.de/10003374209

Global de-diversification and stock returns

Cheng, Xiao; Huang, Ying; Wang, Tao - In: Research in international business and finance 69 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015052825

Stock exchange comment letters and MD&A tone management

Huo, Di; Huang, Wei; Huang, Yuting; Ke, Youlin; Shen, Zhe - In: Research in international business and finance 70 (2024) 2, pp. 1-21

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Value at risk and returns of cryptocurrencies before and after the crash : long-run relations and fractional cointegration

Tan, Zhengxun; Huang, Yilong; Xiao, Binuo - In: Research in international business and finance 56 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013266119