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Financial stress relationships among Euro area countries : an R-vine copula approach

Zhang, Dalu; Yan, Meilan; Tsopanakis, Andreas - In: The European journal of finance 24 (2018) 17, pp. 1587-1608

Persistent link: https://www.econbiz.de/10012259087

Are Chinese B-shares dead? : an analysis of price limits on AB-shares on the Shanghai and Shenzhen Stock Exchanges

Adcock, C. J.; Ye, Caiwei; Yin, Shuxing; Zhang, Dalu - In: International review of economics & finance : IREF 85 (2023), pp. 306-315

Persistent link: https://www.econbiz.de/10014427876

Price discovery and volatility spillover with price limits in Chinese A-shares market : a truncated GARCH approach

Adcock, C. J.; Ye, C.; Yin, Shuxing; Zhang, Dalu - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1709-1719

Persistent link: https://www.econbiz.de/10012214762

The European Central Bank and green finance : how would the green quantitative easing affect the investors' behavior during times of crisis?

Aloui, Donia; Benkraiem, Ramzi; Guesmi, Khaled; Vigne, … - In: International review of financial analysis 85 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014235019

Investigating the Dynamics Between Price Volatility, Price Discovery, and Criminality in Cryptocurrency Markets

Corbet, Shaen - 2019

This paper identifies several stylised facts relating to the volatility and price discovery process from eight cryptocurrencies utilising an empirical analysis of intra-day trading data to uncover four main results. First, cryptocurrencies exhibit weekend-volatility effects while intra-day...

Persistent link: https://www.econbiz.de/10012870964