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Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities

Zhou, Yinggang - In: Journal of banking & finance 38 (2014), pp. 216-228

Persistent link: https://www.econbiz.de/10010340777

Bailey, Warren - 2014

We study minute-by-minute behavior of the VIX index and trading activity in the underlying S&P 500 options to understand the impact of macro and microeconomic forces on risk neutral volatility. VIX often increases with macroeconomic news, reflects the credibility of Fed monetary stimulus, and...

Persistent link: https://www.econbiz.de/10013065496

Do housing booms reduce fertility intentions? : evidence from the new two-child policy in China

Meng, Lina; Lu, Peng; Zhou, Yinggang - In: Regional science & urban economics 101 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014343222

Housing boom and household migration decision : new evidence from China

Meng, Lina; Xiao, Xiao; Zhou, Yinggang - In: The journal of real estate finance and economics 67 (2023) 3, pp. 453-479

Persistent link: https://www.econbiz.de/10014383375

China's real estate market

Rao, Xi; Zhou, Yinggang - In: The Chinese economy 43 (2010) 2, pp. 23-32

Persistent link: https://www.econbiz.de/10009238949

Credit risk spillovers among financial institutions around the global credit crisis : firm-level evidence

Yang, Jian; Zhou, Yinggang - In: Management science : journal of the Institute for … 59 (2013) 10, pp. 2343-2359

Persistent link: https://www.econbiz.de/10010202770

Conditional coskewness in stock and bond markets : time-series evidence

Yang, Jian; Zhou, Yinggang; Wang, Zijun - In: Management science : journal of the Institute for … 56 (2010) 11, pp. 2031-2049

Persistent link: https://www.econbiz.de/10008748077

Intraday price discovery and volatility transmission in stock index and stock index futures markets : evidence from China

Yang, Jian; Yang, Zihui; Zhou, Yinggang - In: The journal of futures markets 32 (2012) 2, pp. 99-121

Persistent link: https://www.econbiz.de/10009426543

The stock-bond correlation and macroeconomic conditions : one and a half centuries of evidence

Yang, Jian; Zhou, Yinggang; Wang, Zijun - In: Journal of banking & finance 33 (2009) 4, pp. 670-680

Persistent link: https://www.econbiz.de/10003820924

Rental rates under housing price uncertainty : a real options approach

Wang, Honglin; Yu, Fan; Zhou, Yinggang - 2013

Persistent link: https://www.econbiz.de/10010221563

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