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1
Volatility and correlation dynamics of the mainland Chinese and Hong Kong stock markets : evidence from the A-, B-, hand- and red chip markets
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The journal of wealth management
17
(
2014/15
)
2
,
pp. 55-67
Persistent link: https://www.econbiz.de/10010401008
Saved in:
2
It takes two to tango : a regime-switching analysis of the correlation dynamics between the Mainland Chinese and Hong Kong stock markets
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
Scottish journal of political economy : the journal of …
63
(
2016
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10011454981
Saved in:
3
Does news matter in China's foreign exchange market? : Chinese RMB volatility and public information arrivals
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
52
(
2017
),
pp. 302-321
Persistent link: https://www.econbiz.de/10011791354
Saved in:
4
Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 168-186
Persistent link: https://www.econbiz.de/10012036615
Saved in:
5
News and return volatility of Chinese bank stocks
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 1095-1105
Persistent link: https://www.econbiz.de/10012487527
Saved in:
6
Conditional volatility asymmetry of business cycles : evidence from four OECD countries
Ho, Kin-Yip
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Journal of economic development
38
(
2013
)
3
,
pp. 33-56
Persistent link: https://www.econbiz.de/10010196456
Saved in:
7
Volume, volatility and information linkages in the stock and option markets
Ho, Kin-Yip
;
Lin Zheng
;
Zhang, Zhaoyong
- In:
Review of financial economics : RFE
21
(
2012
)
4
,
pp. 168-174
Persistent link: https://www.econbiz.de/10009703996
Saved in:
8
Volatility dynamics of the UK business cycle : a multivariate asymmetric GARCH approach
Ho, Kin-Yip
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
International economics : a journal published by CEPII …
117
(
2009
)
1
,
pp. 31-46
Persistent link: https://www.econbiz.de/10003885910
Saved in:
9
What drives the liquidity premium in the Chinese stock market?
An, Jiyoun
;
Ho, Kin-Yip
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665482
Saved in:
10
Modeling high-frequency volatility with three-state FIGARCH models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Economic modelling
51
(
2015
),
pp. 473-483
Persistent link: https://www.econbiz.de/10011476127
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