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Cross-sectional volatility index as a proxy for the VIX in an Asian market

Fadzil, Futeri Jazeilya Md; O’Hara, John G.; Wing Lon Ng - In: Cogent economics & finance 5 (2017) 1, pp. 1-15

We present a cross-sectional volatility index (CSV) applied to an Asian market as an alternative to the VIX. One problem with the construction of a VIX-styled index is that it depends on the price of calls and puts, however, the CSV index may be applied to measure the volatility when no...

Persistent link: https://www.econbiz.de/10011884520

Bid-ask spread, strike prices and risk-neutral densities

Liu, Xiaoquan - In: Applied financial economics 17 (2007) 10/12, pp. 887-900

Persistent link: https://www.econbiz.de/10003538047

Can currency-based risk factors help forecast exchange rates?

Ahmed, Shamim; Liu, Xiaoquan; Valente, Giorgio - In: International journal of forecasting 32 (2016) 1, pp. 75-97

Persistent link: https://www.econbiz.de/10011596451

Size and value effects in high-tech industries : the role of R&D investment

Yu, Lin; Liu, Xiaoquan; Fung, Hung-gay; Leung, Wai K. - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012658819

Uncertainty and macroeconomic forecasts : evidence from survey data

Qiu, Yajie; Deschamps, Bruno; Liu, Xiaoquan - In: Journal of economic behavior & organization 224 (2024), pp. 463-480

Persistent link: https://www.econbiz.de/10014634158

Financial uncertainty and stock market volatility

Jiang, Ying; Liu, Xiaoquan; Lu, Zhenyu - In: European financial management : the journal of the … 30 (2024) 3, pp. 1618-1667

Persistent link: https://www.econbiz.de/10014574142

Characterizing and communicating the balance of risks of macroeconomic forecasts: a predictive density approach for Colombia

Méndez-Vizcaíno, Juan C.; Guarin, Alexander; … - 2021

Persistent link: https://www.econbiz.de/10013197441

Firm-level climate risk and corporate violations : perspective of corporate managers' pressure perception

Sun, Xiaonan; Ci, Fanghui; Cifuentes-Faura, Javier; … - In: Managerial and decision economics : MDE ; the … 45 (2024) 8, pp. 5430-5448

Persistent link: https://www.econbiz.de/10015163521

Transportation uncertainty and international trade

Liu, Xiaoyun; Xin, Xian - In: Transport policy : a journal of the World Conference on … 18 (2011) 1, pp. 156-162

Persistent link: https://www.econbiz.de/10008780226

Will the possibility of divorce discourage marriage-specific investment?

Liu, Xuemei - In: The journal of socio-economics 39 (2010) 2, pp. 251-257

Persistent link: https://www.econbiz.de/10009295996

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