Narrow search
Showing 1 - 4 of 4
Cover Image
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping; Feng, Yun; Wu, Chong-feng; Xu, Wei-dong - In: Economic modelling 30 (2013), pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
Cover Image
The economic role of jumps in EUR/USD and USD/JPY exchange rates
Li, Xiao-ping; Zhou, Chun-yang; Wu, Chong-feng - In: Applied economics letters 20 (2013) 13/15, pp. 1440-1444
Persistent link: https://www.econbiz.de/10010203354
Cover Image
Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price : a new perspective from the multifractal method
Feng, Yun; Yang, Jie; Huang, Qian - In: Finance research letters 53 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014472534
Cover Image
Commodity connectedness of the petrochemical industrial chain : a novel perspective of "good" and "bad" volatility surprises
Yang, Jie; Feng, Yun; Yang, Hao - In: Finance research letters 67 (2024) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10015062454