| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Analysis of the cross-region risk contagion effect in stock market based on volatility spillover networks: Evidence from China
|
Li, Yanshuang
|
|
|
56 |
C |
p.
|
article
|
| 2 |
Asymmetric volatility connectedness among U.S. stock sectors
|
Mensi, Walid
|
|
|
56 |
C |
p.
|
article
|
| 3 |
Consistent pricing of VIX options with the Hawkes jump-diffusion model
|
Jing, Bo
|
|
|
56 |
C |
p.
|
article
|
| 4 |
Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates
|
Xu, Lei.
|
|
|
56 |
C |
p.
|
article
|
| 5 |
Did the introduction of Bitcoin futures crash the Bitcoin market at the end of 2017?
|
Hattori, Takahiro
|
|
|
56 |
C |
p.
|
article
|
| 6 |
Dispersion in analysts’ target prices and stock returns
|
Li, Xingjian
|
|
|
56 |
C |
p.
|
article
|
| 7 |
Dynamic spillover and connectedness between oil futures and European bonds
|
Mensi, Walid
|
|
|
56 |
C |
p.
|
article
|
| 8 |
Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model
|
Tan, Chia-Yen
|
|
|
56 |
C |
p.
|
article
|
| 9 |
Editorial Board
|
|
|
|
56 |
C |
p.
|
article
|
| 10 |
Effectiveness of Augmented Dollar-Cost Averaging
|
Kapalczynski, Anna
|
|
|
56 |
C |
p.
|
article
|
| 11 |
Estimating the Bank of Mexico’s reaction function in the last three decades: A Bayesian DSGE approach with rolling-windows
|
Zamarripa, Rene
|
|
|
56 |
C |
p.
|
article
|
| 12 |
House price synchronization across the US states: The role of structural oil shocks
|
Sheng, Xin
|
|
|
56 |
C |
p.
|
article
|
| 13 |
Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach
|
Balke, Nathan S.
|
|
|
56 |
C |
p.
|
article
|
| 14 |
Information interaction, behavioral synchronization and asset market volatility
|
Wang, Chengjin
|
|
|
56 |
C |
p.
|
article
|
| 15 |
Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether
|
Będowska-Sójka, Barbara
|
|
|
56 |
C |
p.
|
article
|
| 16 |
Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence
|
Eom, Cheoljun
|
|
|
56 |
C |
p.
|
article
|
| 17 |
Mandatory dividend rules and the investment decision: The case of Chile
|
Saens, Rodrigo
|
|
|
56 |
C |
p.
|
article
|
| 18 |
Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets
|
Papadamou, Stephanos
|
|
|
56 |
C |
p.
|
article
|
| 19 |
Pricing the hedging factor in the cross-section of stock returns
|
Dunbar, Kwamie
|
|
|
56 |
C |
p.
|
article
|
| 20 |
Private benefits from control block trades in the Spanish stock exchange
|
Pérez-Soba, Inés
|
|
|
56 |
C |
p.
|
article
|
| 21 |
Real income convergence and the patterns of financial integration in the EU
|
Cavallaro, Eleonora
|
|
|
56 |
C |
p.
|
article
|
| 22 |
Sample average approximation of CVaR-based hedging problem with a deep-learning solution
|
Peng, Cheng
|
|
|
56 |
C |
p.
|
article
|
| 23 |
Skew index: Descriptive analysis, predictive power, and short-term forecast
|
Mora-Valencia, Andrés
|
|
|
56 |
C |
p.
|
article
|
| 24 |
Systemic financial risk early warning of financial market in China using Attention-LSTM model
|
Ouyang, Zi-sheng
|
|
|
56 |
C |
p.
|
article
|
| 25 |
The asymmetric effect of crude oil prices on stock prices in major international financial markets
|
Jiang, Wei
|
|
|
56 |
C |
p.
|
article
|
| 26 |
The effects of exchange rate fluctuations on the stock market and the affecting mechanisms: Evidence from BRICS countries
|
Huang, Qian
|
|
|
56 |
C |
p.
|
article
|
| 27 |
The impact of central clearing on the market for single-name credit default swaps
|
Akari, Mohamed-Ali
|
|
|
56 |
C |
p.
|
article
|
| 28 |
The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB
|
Jia, Fei
|
|
|
56 |
C |
p.
|
article
|
| 29 |
Time–frequency quantile dependence between Bitcoin and global equity markets
|
Maghyereh, Aktham
|
|
|
56 |
C |
p.
|
article
|
| 30 |
Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model
|
Tang, Kin-Boon
|
|
|
56 |
C |
p.
|
article
|
| 31 |
Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration
|
Tan, Zhengxun
|
|
|
56 |
C |
p.
|
article
|
Journal description