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Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives

Zhu, Huiming; Chen, Yiwen; Ren, Ying-hua; Xing, Zhanming; … - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-46

Persistent link: https://www.econbiz.de/10013449362

Half-day trading and spillovers

Chen, Yifan; Yu, Limin; Gang, Jianhua - In: Frontiers of business research in China : selected … 15 (2021) 1, pp. 42-63

Persistent link: https://www.econbiz.de/10012595106

Is there a national housing market bubble brewing in the United States?

Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; … - In: Macroeconomic dynamics 27 (2023) 8, pp. 2191-2228

Persistent link: https://www.econbiz.de/10014436663

The contribution of economic fundamentals to movements in exchange rates

Balke, Nathan S.; Ma, Jun; Wohar, Mark E. - In: Journal of international economics 90 (2013) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10009751223

Expected returns and expected dividend growth : time to rethink an established empirical literature

Ma, Jun; Wohar, Mark E. - In: Applied economics 46 (2014) 19/21, pp. 2462-2476

Persistent link: https://www.econbiz.de/10010417214

Real exchange rates and economic fundamentals : an investigation based on a Markov-STAR model

Bertram, Philip; Ma, Jun; Sibbertsen, Philipp - 2015

In this paper we introduce a new nonlinear Markov-STAR model to capture both the markov switching and smooth transition dynamics for real exchange rates. The Markov switching part captures the effect of time variations of the equilibrium exchange rates, while the smooth transition part models...

Persistent link: https://www.econbiz.de/10011429933