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Volatility risk pass-through
Colacito, R.; Croce, Mariano M.; Liu, Yang; … - 2015 - This draft : December 3, 2015
Persistent link: https://www.econbiz.de/10011522124
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Volatility risk pass-through
Colacito, Riccardo; Croce, Mariano M.; Liu, Yang; … - 2018
Persistent link: https://www.econbiz.de/10011979158
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Volatility risk pass-through
Colacito, Riccardo; Croce, Mariano M.; Liu, Yang; … - 2018
Persistent link: https://www.econbiz.de/10012060363
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Does international oil volatility have directional predictability for stock returns? : evidence from BRICS countries based on cross-quantilogram analysis
Zhou, Zhongbao; Jiang, Yong; Liu, Yang; Lin, Ling; Liu, Qing - In: Economic modelling 80 (2019), pp. 352-382
Persistent link: https://www.econbiz.de/10012200710
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The impact of geopolitical uncertainty on energy volatility
Liu, Yang; Han, Liyan; Xu, Yang - In: International review of financial analysis 75 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012804169
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Volatility (dis)connect in international markets
Colacito, Riccardo; Croce, Mariano M.; Liu, Yang; … - 2022
Persistent link: https://www.econbiz.de/10012938941
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News implied volatility and long-term foreign exchange market volatility
Liu, Yang; Han, Liyan; Yin, Libo - In: International review of financial analysis 61 (2019), pp. 126-142
Persistent link: https://www.econbiz.de/10012206948
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Volatility risk pass-through
Colacito, Riccardo; Croce, Mariano M.; Liu, Yang; … - In: The review of financial studies 35 (2022) 5, pp. 2345-2385
Persistent link: https://www.econbiz.de/10013188964