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Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries
Chau, Frankie; Deesomsak, Rataporn; Wang, Jun - In: Journal of international financial markets, … 28 (2014), pp. 1-19
Persistent link: https://www.econbiz.de/10010411617
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Regimes and long memory in realized volatility
Goldman, Elena; Nam, Jouahn; Tsurumi, Hiroki; Jun, Wang - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 5, pp. 521-549
Persistent link: https://www.econbiz.de/10010228559
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Volatility analysis of financial agent-based market dynamics from stochastic contact system
Xiao, Di; Wang, Jun; Niu, Hongli - In: Computational economics 48 (2016) 4, pp. 607-625
Persistent link: https://www.econbiz.de/10011712544
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Extreme risk and small investor behavior in developed markets
Switzer, Lorne N.; Wang, Jun; Lee, Seungho - In: The journal of asset management 18 (2017) 6, pp. 457-475
Persistent link: https://www.econbiz.de/10011844394
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Dynamic interaction between economic policy uncertainty and financial stress : a multi-scale correlation framework
Sun, Xiaolei; Yao, Xiaoyang; Wang, Jun - In: Finance research letters 21 (2017), pp. 214-221
Persistent link: https://www.econbiz.de/10011807788
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Dynamic spillover effect between oil prices and economic policy uncertainty in bric countries : a wavelet-based approach
Chen, Xiuwen; Sun, Xiaolei; Wang, Jun - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 12, pp. 2703-2717
Persistent link: https://www.econbiz.de/10012211021
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Linkages between global crude oil market volatility and financial market by complexity synchronization
Xing, Yani; Wang, Jun - In: Empirical economics : a journal of the Institute for … 59 (2020) 5, pp. 2405-2421
Persistent link: https://www.econbiz.de/10012314416
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Assessing the extreme risk spillovers of international commodities on maritime markets: a GARCH-Copula-CoVaR approach
Sun, Xiaolei; Liu, Chang; Wang, Jun; Li, Jianping - In: International review of financial analysis 68 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012301025
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Risk, culture and investor behavior in small (but notorious) Eurozone countries
Lee, Seungho; Switzer, Lorne N.; Wang, Jun - In: Journal of international financial markets, … 60 (2019), pp. 89-110
Persistent link: https://www.econbiz.de/10012127970
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How do sovereign credit default swap spreads behave under extreme oil price movements? : evidence from G7 and BRICS countries
Wang, Jun; Sun, Xiaolei; Li, Jianping - In: Finance research letters 34 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012438125