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Correlations in returns and volatilities in Pacific-Rim stock markets
Tay, Nicholas S. P.; Zhu, Zhen - In: Open economies review 11 (2000) 1, pp. 27-47
Persistent link: https://www.econbiz.de/10001473360
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Is the stock market sticker shoked? : a study of market response to recent CAFE regulations in the US
Burdina, Mariya; Wright, Michael; Zhu, Zhen - In: Applied economics 46 (2014) 34/36, pp. 4178-4189
Persistent link: https://www.econbiz.de/10010462825
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Asymmetric extreme risk spillovers between the Chinese stock market and index futures market : an MV-CAViaR based intraday CoVaR approach
Jian, Zhihong; Wu, Shuai; Zhu, Zhican - In: Emerging markets review 37 (2018), pp. 98-113
Persistent link: https://www.econbiz.de/10012114983
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Sequential forecasting of downside extreme risk during overnight and daytime : evidence from the Chinese Stock Market
Jian, Zhihong; Li, Xupei; Zhu, Zhican - In: Pacific-Basin finance journal 64 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012493928
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Frequency heterogeneity of tail connectedness : evidence from global stock markets
Jian, Zhihong; Lu, Haisong; Zhu, Zhican; Xu, Huiling - In: Economic modelling 125 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014463607