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Time-varying return-volatility relation in international stock markets
Jin, Xiaoye - In: International review of economics & finance : IREF 51 (2017), pp. 157-173
Persistent link: https://www.econbiz.de/10011754147
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Volatility transmission and volatility impulse response functions in crude oil markets
Jin, Xiaoye; Lin, Sharon X. W.; Tamvakis, Michael - In: Energy economics 34 (2012) 6, pp. 2125-2134
Persistent link: https://www.econbiz.de/10009688822
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Asymmetry in return and volatility spillover between China's interbank and exchange T-bond markets
Jin, Xiaoye - In: International review of economics & finance : IREF 37 (2015), pp. 340-353
Persistent link: https://www.econbiz.de/10011542162