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The Effects of Economic Uncertainty on Financial Volatility : A Comprehensive Investigation

Huang, Zhuo - 2019

We investigate the effects of economic uncertainty on the return volatility of financial assets, including equities, bonds, foreign exchange and commodities. We use several popular measures of economic uncertainty, and find the uncertainty displays significant but heterogeneous effect on...

Persistent link: https://www.econbiz.de/10012899352

The effects of economic uncertainty on financial volatility : a comprehensive investigation

Tong, Chen; Huang, Zhuo; Wang, Tianyi; Zhang, Cong - In: Journal of empirical finance 73 (2023), pp. 369-389

Persistent link: https://www.econbiz.de/10014477040

Characterizing correlation matrices that admit a clustered factor representation

Tong, Chen; Hansen, Peter Reinhard - In: Economics letters 233 (2023), pp. 1-4

Persistent link: https://www.econbiz.de/10014506906

Cost-reducing strategy or emission-reducing strategy? : the choice of low-carbon decisions under price threshold subsidy

Cheng, Fei; Chen, Tong; Chen, Qiao - In: Transportation research / E : an international journal 157 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013169832

The spirit of capitalism and the equity premium

Wang, Qin; Zou, Yiheng; Ren, Yu; Huang, Zhuo - In: Annals of economics and finance 16 (2015) 2, pp. 493-513

Persistent link: https://www.econbiz.de/10011428191

Modeling dynamic higher moments of crude oil futures

Huang, Zhuo; Liang, Fang; Wang, Tianyi; Li, Chao - In: Finance research letters 39 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012805140

Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model

Wang, Tianyi; Liang, Fang; Huang, Zhuo; Yan, Hong - In: Economic modelling 109 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013348237

Forecasting volatility and value-at-risk for cryptocurrency using GARCH-type models : the role of the probability distribution

Chen, Qihao; Huang, Zhuo; Liang, Fang - In: Applied economics letters 31 (2024) 18, pp. 1907-1914

Persistent link: https://www.econbiz.de/10015084570

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

Have existing theories explained the accrual anomaly? : an evaluation based on the decomposition method

Hu, Zhi-an; Huang, Zhuo; Lin, Dawei; Qiu, Zhimin - In: Accounting and finance 62 (2022) 3, pp. 3645-3675

Persistent link: https://www.econbiz.de/10013468227