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Forecasting EUA futures volatility with geopolitical risk : evidence from GARCH-MIDAS models
Lu, Hengzhen; Gao, Qiujin; Xiao, Ling; Dhesi, Gurjeet - 2024
Persistent link: https://www.econbiz.de/10015134051
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Wealth, volume and stock market volatility : case of Hong Kong (1993 - 2001)
Li, Matthew C. (contributor) - 2003
Persistent link: https://www.econbiz.de/10001762033
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Wealth, volume and stock market volatility : case of Hong Kong (1993 - 2001)
Li, Matthew C. - 2003
Persistent link: https://www.econbiz.de/10001750852
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The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C. - In: Applied financial economics 24 (2014) 13/15, pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
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Wealth, volume and stock market volatility : case of Hong Kong (1993 - 2001)
Li, Matthew C. - In: Applied economics 39 (2007) 13/15, pp. 1937-1953
Persistent link: https://www.econbiz.de/10003535253
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US term structure and international stock market volatility : the role of the expectations factor and the maturity premium
Li, Matthew C. - In: Journal of international financial markets, … 41 (2016), pp. 1-15
Persistent link: https://www.econbiz.de/10011475874
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Does economic policy uncertainty outperform macroeconomic factor and financial market uncertainty in forecasting carbon emission price volatility? : evidence from China
Lu, Hengzhen; Gao, Qiujin; Li, Matthew C. - In: Applied economics 55 (2023) 54, pp. 6427-6443
Persistent link: https://www.econbiz.de/10014381870
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The diligent effect of investor relation officers in conference calls : evidence from China
Xiao, Lin; Ye, Yong; Luo, Runmei - In: International review of financial analysis 87 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014460488