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Realised higher moments : theory and practice

Buckle, Michael J.; Chen, Jing; Williams, Julian M. - In: The European journal of finance 22 (2016) 13/15, pp. 1272-1291

Persistent link: https://www.econbiz.de/10011715418

Homemade international diversification under economic policy uncertainty

Chen, Jing; Fang, Junxiong; Zhang, Chunqiu; Zhou, Yi - In: The journal of financial research : the journal of the … 46 (2023) 1, pp. 31-62

Persistent link: https://www.econbiz.de/10014302307

Where is the efficient frontier

Chen, Jing - In: EuroEconomica (2010) 1, pp. 22-25

Persistent link: https://www.econbiz.de/10008697893

Optimal investment strategy of a free-floating sharing platform

Sun, Xiaojie; Tang, Wansheng; Chen, Jing; Zhang, Jianxiong - In: Transportation research / E : an international journal 138 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012294949

Sovereign Momentum Currency Returns

Calice, Giovanni; Lin, Ming-Tsung - 2022

We study the relationship between cross-sectional sovereign credit risk and currency spot prices. We find that past (up to 12-month average) sovereign credit risk, measured by sovereign credit default swap (CDS) spreads, predict future currency spot returns. In particular, we document a...

Persistent link: https://www.econbiz.de/10013492140

Sovereign Momentum Currency Returns

Calice, Giovanni; Lin, Ming-Tsung - 2023

Persistent link: https://www.econbiz.de/10014355176

Sovereign CDS and mutual funds : Global evidence

Alsubaiei, Bader J.; Calice, Giovanni; Vivian, Andrew - In: Journal of international financial markets, … 73 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012802200

Sovereign Momentum Currency Returns

Calice, Giovanni; Lin, Ming-Tsung - 2022

We study the relationship between cross-sectional sovereign credit risk and currency spot prices. We find that past sovereign credit risk, measured by sovereign credit default swap (CDS) spreads, predict future currency spot returns. In particular, we document a significant crosssectional...

Persistent link: https://www.econbiz.de/10013406337

Exploring risk premium factors for country equity returns

Calice, Giovanni; Lin, Ming-Tsung - In: Journal of empirical finance 63 (2021), pp. 294-322

Persistent link: https://www.econbiz.de/10013259270

Sovereign Momentum Currency Returns

Calice, Giovanni; Lin, Ming-Tsung - 2023

We study the relationship between cross-sectional sovereign credit risk and currency spot prices. We find that past (up to 12-month average) sovereign credit risk, measured by sovereign credit default swap (CDS) spreads, predicts future currency spot returns. In particular, we document a...

Persistent link: https://www.econbiz.de/10014257985