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Return comovement and price volatility : a study of the US dairy commodity futures markets
Fan, Zaifeng; Jump, Jeff; Yu, Linda - In: Applied economics 57 (2025) 2, pp. 232-250
Persistent link: https://www.econbiz.de/10015191814
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US equity tail risk and currency risk premia
Fan, Zhenzhen; Londono, Juan M.; Xiao, Xiao - 2019 - This version: July 2019
Persistent link: https://www.econbiz.de/10012065069
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Equity tail risk and currency risk premiums
Fan, Zhenzhen; Londono, Juan M.; Xiao, Xiao - In: Journal of financial economics 143 (2022) 1, pp. 484-503
Persistent link: https://www.econbiz.de/10013350667
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Volatility in US dairy futures markets
Fan, Zaifeng; Jump, Jeff; Tse, Yiuman; Yu, Linda - In: Journal of commodity markets 29 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014277028