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Hedging performance of Chinese stock index futures : an empirical analysis using wavelet analysis and flexible bivariate GARCH approaches

Hou, Yang; Li, Steven - In: Pacific-Basin finance journal 24 (2013), pp. 109-131

Persistent link: https://www.econbiz.de/10010346788

Information transmission between U.S. and China index futures markets : an asymmetric DCC GARCH approach

Hou, Yang; Li, Steven - In: Economic modelling 52 (2016), pp. 884-897

Persistent link: https://www.econbiz.de/10011643072

Volatility behaviour of stock index futures in China : a bivariate GARCH approach

Hou, Yang; Li, Steven - In: Studies in economics and finance 32 (2015) 1, pp. 128-154

Persistent link: https://www.econbiz.de/10011380764

The Impact of Macroeconomic News on Bitcoin Returns

Corbet, Shaen - 2020

This paper examines the relationship between news coverage and Bitcoin returns. Previous studies have provided evidence to suggest that macroeconomic news affects stock returns, commodity prices, and interest rates. We construct a sentiment index based on news stories that follow the...

Persistent link: https://www.econbiz.de/10012839983