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Volatility
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Li, Jie
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2
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Journal of international money and finance
4
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1
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1
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1
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1
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ECONIS (ZBW)
14
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1
Exchange rate shocks and trade : a multivariate GARCH-M approach
Grier, Kevin
;
Smallwood, Aaron D.
- In:
Journal of international money and finance
37
(
2013
),
pp. 282-305
Persistent link: https://www.econbiz.de/10010209078
Saved in:
2
Volatility in productivity and the impact on unemployment
Crowder, William J.
;
Smallwood, Aaron D.
- In:
Applied economics
51
(
2019
)
56
,
pp. 6034-6039
Persistent link: https://www.econbiz.de/10012197315
Saved in:
3
Analyzing exchange rate uncertainty and bilateral export growth in China : a multivariate GARCH-based approach
Smallwood, Aaron D.
- In:
Economic modelling
82
(
2019
),
pp. 332-344
Persistent link: https://www.econbiz.de/10012203131
Saved in:
4
Inference in misspecified GARCH-M models
Smallwood, Aaron D.
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
2
,
pp. 334-355
Persistent link: https://www.econbiz.de/10013188544
Saved in:
5
Do capital controls make gross equity flows to emerging markets less volatile?
Li, Jie
;
Rajan, Ramkishen S.
- In:
Journal of international money and finance
59
(
2015
),
pp. 220-244
Persistent link: https://www.econbiz.de/10011478337
Saved in:
6
Exchange rate regimes and real exchange rate volatility : does inflation targeting help or hurt?
Ouyang, Alice Y.
;
Rajan, Ramkishen S.
;
Li, Jie
- In:
Japan and the world economy : international journal of …
39
(
2016
),
pp. 62-72
Persistent link: https://www.econbiz.de/10011700692
Saved in:
7
Do securitized real estate markets jump? : international evidence
Li, Jie
;
Li, Guangzhong
;
Zhou, Yinggang
- In:
Pacific-Basin finance journal
31
(
2015
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011471503
Saved in:
8
Understanding bilateral exchange rate risks
Li, Guangzhong
;
Zhu, Jiaqing
;
Li, Jie
- In:
Journal of international money and finance
68
(
2016
),
pp. 103-129
Persistent link: https://www.econbiz.de/10011711796
Saved in:
9
The informational content of implied volatility : application to the USD/JPY exchange rates
Peng, Qing
;
Li, Jie
;
Zhao, Yu
;
Han, Wu
- In:
Journal of Asian economics
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013276004
Saved in:
10
The network and own effects of global-systemically-important-bank designations
Egger, Peter
;
Li, Jie
;
Zhu, Jiaqing
- In:
Journal of international money and finance
136
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014333319
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