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Endogeneity in Okun's law
Huang, Gang; Huang, Ho-chuan; Liu, Xiaojian; Zhang, Jiangang - In: Applied economics letters 27 (2020) 11, pp. 910-914
Persistent link: https://www.econbiz.de/10012266945
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Measuring systemic risk contribution : a higher-order moment augmented approach
Wang, Peiwen; Huang, Guanglin - In: Finance research letters 59 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014445409
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Estimation of non-Gaussian factors using higher-order multi-cumulants in weak factor models
Lu, Wanbo; Huang, Guanglin; Boudt, Kris - 2024
Persistent link: https://www.econbiz.de/10014537295
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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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Mortality forecasting using factor models : time-varying or time-invariant factor loadings?
He, Lingyu; Huang, Fei; Shi, Jianjie; Yang, Yanrong - In: Insurance / Mathematics & economics 98 (2021), pp. 14-34
Persistent link: https://www.econbiz.de/10012545273
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Does economic policy uncertainty outperform macroeconomic factor and financial market uncertainty in forecasting carbon emission price volatility? : evidence from China
Lu, Hengzhen; Gao, Qiujin; Li, Matthew C. - In: Applied economics 55 (2023) 54, pp. 6427-6443
Persistent link: https://www.econbiz.de/10014381870
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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
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Are systemic risk measures effective? : Evidence from macroeconomic downside risk prediction
Jian, Zhihong; Lu, Haisong; Zhu, Zhican - In: Applied economics letters 31 (2024) 18, pp. 1820-1827
Persistent link: https://www.econbiz.de/10015084409