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Evaluating the predictive power of intraday technical trading in China's crude oil market

Jin, Xiaoye - In: Journal of forecasting 41 (2022) 7, pp. 1416-1432

Persistent link: https://www.econbiz.de/10013465702

Time-varying return-volatility relation in international stock markets

Jin, Xiaoye - In: International review of economics & finance : IREF 51 (2017), pp. 157-173

Persistent link: https://www.econbiz.de/10011754147

The impact of 2008 financial crisis on the efficiency and contagion of Asian stock markets : a Hurst exponent approach

Jin, Xiaoye - In: Finance research letters 17 (2016), pp. 167-175

Persistent link: https://www.econbiz.de/10011596277

Volatility transmission and volatility impulse response functions among the Greater China stock markets

Jin, Xiaoye - In: Journal of Asian economics 39 (2015), pp. 43-58

Persistent link: https://www.econbiz.de/10011566465

Global financial crisis and emerging stock market contagion : a volatility impulse response function approach

Jin, Xiaoye; An, Ximeng - In: Research in international business and finance 36 (2016), pp. 179-195

Persistent link: https://www.econbiz.de/10011594396

Volatility transmission and volatility impulse response functions in crude oil markets

Jin, Xiaoye; Xiaowen Lin, Sharon; Tamvakis, Michael - In: Energy Economics 34 (2012) 6, pp. 2125-2134

Using daily data from July 2005 to February 2011 for WTI, Dubai and Brent futures contracts, we employ a VAR-BEKK model to investigate crude oil markets integration on the second moment. We also quantify the size and persistence of these connections through the analysis of Volatility Impulse...

Persistent link: https://www.econbiz.de/10011039618

Volatility transmission and volatility impulse response functions in crude oil markets

Jin, Xiaoye; Lin, Sharon X. W.; Tamvakis, Michael - In: Energy economics 34 (2012) 6, pp. 2125-2134

Persistent link: https://www.econbiz.de/10009688822

Asymmetry in return and volatility spillover between China's interbank and exchange T-bond markets

Jin, Xiaoye - In: International review of economics & finance : IREF 37 (2015), pp. 340-353

Persistent link: https://www.econbiz.de/10011542162