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Reinsurance and insurers' risk-return profile

Lei, Yu - In: The journal of insurance issues : official journal of … 42 (2019) 1, pp. 37-65

Persistent link: https://www.econbiz.de/10012120328

Frequency Domain Causality and Quantile Connectedness Between Investor Sentiment and Cryptocurrency Returns

Zhu, Huiming; Ren, Ying-hua; Xing, Zhanming; Chen, Yiwen; … - 2022

This article investigates the frequency domain causality and quantile connectedness between online investor fear sentiment and cryptocurrency returns over the period from July 2016 to July 2021. We put forwards frequency domain nonparametric Granger causality, cross-quantile coherency and...

Persistent link: https://www.econbiz.de/10013406403

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

Frequency domain causality and quantile connectedness between investor sentiment and cryptocurrency returns

Zhu, Huiming; Xing, Zhanming; Ren, Ying-hua; Chen, Yiwen; … - In: International review of economics & finance : IREF 88 (2023), pp. 1035-1051

Persistent link: https://www.econbiz.de/10014475089

Do high-frequency data improve multivariate volatility forecasting for investors with different investment horizons?

Yu, Limin; Huang, Zhuo - 2022

Persistent link: https://www.econbiz.de/10015053841

Portfolio reallocation and exchange rate dynamics

Ding, Liang; Ma, Jun - In: Journal of banking & finance 37 (2013) 8, pp. 3100-3124

Persistent link: https://www.econbiz.de/10009777107

Excess volatility and the cross-section of stock returns

Wang, Yuming; Ma, Jinpeng - In: The North American journal of economics and finance : a … 27 (2014), pp. 1-16

Persistent link: https://www.econbiz.de/10010460922

Determining what drives stock returns : proper inference is crucial ; evidence from the UK

Ma, Jun; Wohar, Mark E. - In: International review of economics & finance : IREF 33 (2014), pp. 371-390

Persistent link: https://www.econbiz.de/10010532715

Examining the sources of excess return predictability : stochastic volatility or market inefficiency?

Lansing, Kevin J.; LeRoy, Stephen F.; Ma, Jun - 2018

Persistent link: https://www.econbiz.de/10011977460

The impact of EMU on bond yield convergence : evidence from a time-varying dynamic factor model

Bhatt, Vipul; Kishor, N. Kundan; Ma, Jun - In: Journal of economic dynamics & control 82 (2017), pp. 206-222

Persistent link: https://www.econbiz.de/10011915566