| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
|
He, Xin-Jiang
|
|
|
67 |
C |
p.
|
artikel
|
| 2 |
Animal Behavior in Capital markets: Herding formation dynamics, trading volume, and the role of COVID-19 pandemic
|
Alexakis, Christos
|
|
|
67 |
C |
p.
|
artikel
|
| 3 |
Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis
|
Górajski, Mariusz
|
|
|
67 |
C |
p.
|
artikel
|
| 4 |
Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels
|
Chen, Na
|
|
|
67 |
C |
p.
|
artikel
|
| 5 |
Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective
|
He, Zhifang
|
|
|
67 |
C |
p.
|
artikel
|
| 6 |
Editorial Board
|
|
|
|
67 |
C |
p.
|
artikel
|
| 7 |
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
|
Wang, Xiangning
|
|
|
67 |
C |
p.
|
artikel
|
| 8 |
Forecasting VIX using two-component realized EGARCH model
|
Wu, Xinyu
|
|
|
67 |
C |
p.
|
artikel
|
| 9 |
Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis
|
He, Zhifang
|
|
|
67 |
C |
p.
|
artikel
|
| 10 |
Information asymmetry, sentiment interactions, and asset price
|
Zhang, Xuetong
|
|
|
67 |
C |
p.
|
artikel
|
| 11 |
Interactions between financial constraints and economic growth
|
Jerónimo, J.
|
|
|
67 |
C |
p.
|
artikel
|
| 12 |
Interactions between investors’ fear and greed sentiment and Bitcoin prices
|
Gaies, Brahim
|
|
|
67 |
C |
p.
|
artikel
|
| 13 |
Is a co-jump in prices a sparse jump?
|
Song, Shijia
|
|
|
67 |
C |
p.
|
artikel
|
| 14 |
Limited attention, salient anchor, and the modified MAX effect: Evidence from Taiwan’s stock market
|
Wang, Zi-Mei
|
|
|
67 |
C |
p.
|
artikel
|
| 15 |
Macroeconomic conditions and investment stimuli
|
Tan, Yingxian
|
|
|
67 |
C |
p.
|
artikel
|
| 16 |
Min–max multi-step barrier options and their variants
|
Lee, Hangsuck
|
|
|
67 |
C |
p.
|
artikel
|
| 17 |
Peer effect on dividends and return comovement
|
Seo, Sung Won
|
|
|
67 |
C |
p.
|
artikel
|
| 18 |
Robust optimal reinsurance–investment for α -maxmin mean–variance utility under Heston’s SV model
|
Chen, Dengsheng
|
|
|
67 |
C |
p.
|
artikel
|
| 19 |
The effect of interconnectivity on stock returns during the Global Financial Crisis
|
Silva, Thiago Christiano
|
|
|
67 |
C |
p.
|
artikel
|
| 20 |
Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis
|
Huang, Zishan
|
|
|
67 |
C |
p.
|
artikel
|
| 21 |
Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic
|
Mensi, Walid
|
|
|
67 |
C |
p.
|
artikel
|
| 22 |
Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach
|
Wu, Xinyu
|
|
|
67 |
C |
p.
|
artikel
|
| 23 |
Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil
|
Montes, Gabriel Caldas
|
|
|
67 |
C |
p.
|
artikel
|
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