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32 results found

no	title	author	magazine	year	volume	issue	page(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.	article
2	Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events	Abakah, Emmanuel Joel Aikins			72	C	p.	article
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.	article
4	Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?	Zhang, Wenting			72	C	p.	article
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.	article
6	Conditional CAPM relationships in standard and accounting risk approaches	Rutkowska – Ziarko, Anna			72	C	p.	article
7	Corporate taxes, partisan politics, and stock returns	Mella, Javier			72	C	p.	article
8	Cross-regional connectedness of financial market: Measurement and determinants	Yang, Xin			72	C	p.	article
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.	article
10	Editorial Board				72	C	p.	article
11	Financial connectedness in BRICS: Quantile effects and BRICS SUMMIT impacts	Su, Xianfang			72	C	p.	article
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.	article
13	Geopolitical risks, investor sentiment and industry stock market volatility in China: Evidence from a quantile regression approach	Guo, Peng			72	C	p.	article
14	Green bonds and traditional and emerging investments: Understanding connectedness during crises	Xu, Danyang			72	C	p.	article
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.	article
16	Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures	Joo, Young C.			72	C	p.	article
17	Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy	Wang, Hailong			72	C	p.	article
18	How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?	Živkov, Dejan			72	C	p.	article
19	Inflation dynamics and persistence: The importance of the uncertainty channel	Canepa, Alessandra			72	C	p.	article
20	Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk	Foguesatto, Cristian Rogério			72	C	p.	article
21	Market risk modeling with option-implied covariances and score-driven dynamics	Herrera, Rodrigo			72	C	p.	article
22	Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach	Tang, Pan			72	C	p.	article
23	Non-executive employee stock ownership plans and corporate innovation efficiency: Evidence from China	Zhang, Huili			72	C	p.	article
24	Official or unofficial? extreme bounds analysis on the determinants of sovereign default	Liu, Ailan			72	C	p.	article
25	Predicting financial distress in Latin American companies: A comparative analysis of logistic regression and random forest models	Barboza, Flavio			72	C	p.	article
26	Pricing vulnerable spread options with liquidity risk under Lévy processes	Cai, Chengyou			72	C	p.	article
27	Systemic risk monitoring model from the perspective of public information arrival	Yan, Han			72	C	p.	article
28	The effect of output and the real exchange rate on equity price dynamics	Alovokpinhou, Sedjro Aaron			72	C	p.	article
29	Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets	Gao, Yang			72	C	p.	article
30	Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis	Rehman, Mobeen Ur			72	C	p.	article
31	US banks efficiency after global financial crisis: Transient and persistent decomposition	Ferrara, Giancarlo			72	C	p.	article
32	Variance and volatility swaps and options under the exponential fractional Ornstein–Uhlenbeck model	Kim, Hyun-Gyoon			72	C	p.	article

32 results found

Koninklijke Bibliotheek - National Library of the Netherlands