| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag
|
Kao, Yu-Sheng
|
|
|
72 |
C |
p.
|
artikel
|
| 2 |
Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events
|
Abakah, Emmanuel Joel Aikins
|
|
|
72 |
C |
p.
|
artikel
|
| 3 |
Bank competition, government interest in green initiatives and carbon emissions reduction: An empirical analysis using city-level data from China
|
Chen, Xu
|
|
|
72 |
C |
p.
|
artikel
|
| 4 |
Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?
|
Zhang, Wenting
|
|
|
72 |
C |
p.
|
artikel
|
| 5 |
Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method
|
Cai, Yi
|
|
|
72 |
C |
p.
|
artikel
|
| 6 |
Conditional CAPM relationships in standard and accounting risk approaches
|
Rutkowska – Ziarko, Anna
|
|
|
72 |
C |
p.
|
artikel
|
| 7 |
Corporate taxes, partisan politics, and stock returns
|
Mella, Javier
|
|
|
72 |
C |
p.
|
artikel
|
| 8 |
Cross-regional connectedness of financial market: Measurement and determinants
|
Yang, Xin
|
|
|
72 |
C |
p.
|
artikel
|
| 9 |
Does swing pricing reduce investment funds’ liquidity risk in times of market stress? – Evidence from the March-2020 episode
|
Shui-Tang Wu, Gabriel
|
|
|
72 |
C |
p.
|
artikel
|
| 10 |
Editorial Board
|
|
|
|
72 |
C |
p.
|
artikel
|
| 11 |
Financial connectedness in BRICS: Quantile effects and BRICS SUMMIT impacts
|
Su, Xianfang
|
|
|
72 |
C |
p.
|
artikel
|
| 12 |
Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail: Further evidence from equity market
|
Huang, Yirong
|
|
|
72 |
C |
p.
|
artikel
|
| 13 |
Geopolitical risks, investor sentiment and industry stock market volatility in China: Evidence from a quantile regression approach
|
Guo, Peng
|
|
|
72 |
C |
p.
|
artikel
|
| 14 |
Green bonds and traditional and emerging investments: Understanding connectedness during crises
|
Xu, Danyang
|
|
|
72 |
C |
p.
|
artikel
|
| 15 |
Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles
|
Peng, Yi-Ting
|
|
|
72 |
C |
p.
|
artikel
|
| 16 |
Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures
|
Joo, Young C.
|
|
|
72 |
C |
p.
|
artikel
|
| 17 |
Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy
|
Wang, Hailong
|
|
|
72 |
C |
p.
|
artikel
|
| 18 |
How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?
|
Živkov, Dejan
|
|
|
72 |
C |
p.
|
artikel
|
| 19 |
Inflation dynamics and persistence: The importance of the uncertainty channel
|
Canepa, Alessandra
|
|
|
72 |
C |
p.
|
artikel
|
| 20 |
Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk
|
Foguesatto, Cristian Rogério
|
|
|
72 |
C |
p.
|
artikel
|
| 21 |
Market risk modeling with option-implied covariances and score-driven dynamics
|
Herrera, Rodrigo
|
|
|
72 |
C |
p.
|
artikel
|
| 22 |
Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach
|
Tang, Pan
|
|
|
72 |
C |
p.
|
artikel
|
| 23 |
Non-executive employee stock ownership plans and corporate innovation efficiency: Evidence from China
|
Zhang, Huili
|
|
|
72 |
C |
p.
|
artikel
|
| 24 |
Official or unofficial? extreme bounds analysis on the determinants of sovereign default
|
Liu, Ailan
|
|
|
72 |
C |
p.
|
artikel
|
| 25 |
Predicting financial distress in Latin American companies: A comparative analysis of logistic regression and random forest models
|
Barboza, Flavio
|
|
|
72 |
C |
p.
|
artikel
|
| 26 |
Pricing vulnerable spread options with liquidity risk under Lévy processes
|
Cai, Chengyou
|
|
|
72 |
C |
p.
|
artikel
|
| 27 |
Systemic risk monitoring model from the perspective of public information arrival
|
Yan, Han
|
|
|
72 |
C |
p.
|
artikel
|
| 28 |
The effect of output and the real exchange rate on equity price dynamics
|
Alovokpinhou, Sedjro Aaron
|
|
|
72 |
C |
p.
|
artikel
|
| 29 |
Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets
|
Gao, Yang
|
|
|
72 |
C |
p.
|
artikel
|
| 30 |
Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis
|
Rehman, Mobeen Ur
|
|
|
72 |
C |
p.
|
artikel
|
| 31 |
US banks efficiency after global financial crisis: Transient and persistent decomposition
|
Ferrara, Giancarlo
|
|
|
72 |
C |
p.
|
artikel
|
| 32 |
Variance and volatility swaps and options under the exponential fractional Ornstein–Uhlenbeck model
|
Kim, Hyun-Gyoon
|
|
|
72 |
C |
p.
|
artikel
|
Tijdschrift beschrijving