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The influence of cultural distance on the volatility of the international stock market

Zhou, Xiaoguang; Cui, Yadi; Wu, Shihwei; Wang, Weiqing - In: Economic modelling 77 (2019), pp. 289-300

Persistent link: https://www.econbiz.de/10012198489

Asymmetric extreme risk spillovers between the Chinese stock market and index futures market : an MV-CAViaR based intraday CoVaR approach

Jian, Zhihong; Wu, Shuai; Zhu, Zhican - In: Emerging markets review 37 (2018), pp. 98-113

Persistent link: https://www.econbiz.de/10012114983

OPEC news and predictability of energy futures returns and volatility : evidence from a conditional quantile regression

Derbali, Abdelkader; Wu, Shan; Jamel, Lamia - In: Journal of economics, finance & administrative science 25 (2020) 50, pp. 239-259

Purpose - This paper aims to provide an important perspective to the predictive capacity of Organization of the Petroleum Exporting Countries (OPEC) meeting dates and production announcements for energy futures (crude oil West Texas Intermediate (WTI), gasoline reformulated gasoline blendstock...

Persistent link: https://www.econbiz.de/10012433917

Intraday price jumps, market liquidity, and the magnet effect of circuit breakers

Jian, Zhihong; Zhu, Zhican; Zhou, Jie; Wu, Shuai - In: International review of economics & finance : IREF 70 (2020), pp. 168-186

Persistent link: https://www.econbiz.de/10012486784

Measuring the international influence of the RMB and its regional heterogeneity : theory and evidence from the global FX market network

Wang, Panpan; Liu, Xiaoxing; Wu, Sixu; Ho, Tsungwu; … - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 11, pp. 2389-2403

Persistent link: https://www.econbiz.de/10015049733

Time-varying effects of U.S. economic policy uncertainty on exchange rate return and volatility in China

Wang, Panpan; Li, Yishi; Wu, Sixu - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 7, pp. 1807-1820

Persistent link: https://www.econbiz.de/10013190204