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The effects of macro news on exchange rates volatilities : evidence from BRICS countries

Lin, Zhitao; Ouyang, Ruolan; Zhang, Xuan - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 8, pp. 1817-1842

Persistent link: https://www.econbiz.de/10012260728

Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility : the case of Brent crude oil

Chen, Jilong; Ewald, Christian; Ouyang, Ruolan; … - In: Financial modeling and risk management of energy and …, (pp. 29-46). 2022

Persistent link: https://www.econbiz.de/10013349908

Network analysis of international financial markets contagion based on volatility indexes

Lin, Weinan; Ouyang, Ruolan; Zhang, Xuan; Zhuang, Chengkai - In: Finance research letters 56 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014473638

Economic policy uncertainty and volatility of corporate bond credit spread : evidence from China and the United States

Zhang, Maojun; Zhang, Rongjia; Yang, Zhao - In: International review of economics & finance : IREF 93 (2024) 2, pp. 827-841

Persistent link: https://www.econbiz.de/10014535660

The risk spillover effect of the COVID-19 pandemic on energy sector : evidence from China

Si, Dengkui; Li, Xiao-Lin; Xu, XuChuan; Fang, Yi - In: Energy economics 102 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013162430

The Russia-Ukraine conflict and volatility risk of commodity markets

Fang, Yi; Shao, Zhiquan - In: Finance research letters 50 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10014245127

Geopolitical risk and cryptocurrency market volatility

Fang, Yi; Tang, Qirui; Wang, Yanru - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 14, pp. 3254-3270

Persistent link: https://www.econbiz.de/10015099018

Does the Introduction of Index Futures Stabilize Stock Markets? Further Evidence from Emerging Markets

Kutan, Ali Mustafa - 2018

We examine how the introduction of index futures affects the stability of stock markets in seven emerging countries (Brazil, Russia, India, China, and South Africa [BRICS] and two countries in Europe, i.e. Poland and Turkey) by studying the existence and the impact of positive feedback trading...

Persistent link: https://www.econbiz.de/10012933750

The heterogeneous volume-volatility relations in the exchange-traded fund market : evidence from China

Xu, Liao; Gao, Han; Shi, Yukun; Zhao, Yang - In: Economic modelling 85 (2020), pp. 400-408

Persistent link: https://www.econbiz.de/10012210698

The term structure of option-implied volatility and future realized volatility

Shi, Yukun; Zhang, Hao; Xu, Yaofei; Zhao, Yang - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 13, pp. 2997-3022

Persistent link: https://www.econbiz.de/10012211068