| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis
|
Andrada-Félix, Julián
|
|
|
74 |
C |
p.
|
artikel
|
| 2 |
A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price
|
Wang, Mei-Chih
|
|
|
74 |
C |
p.
|
artikel
|
| 3 |
Banking market structure and corporate investment efficiency
|
Huynh, Japan
|
|
|
74 |
C |
p.
|
artikel
|
| 4 |
Can hybrid model improve the forecasting performance of stock price index amid COVID-19? Contextual evidence from the MEEMD-LSTM-MLP approach
|
Yang, Qu
|
|
|
74 |
C |
p.
|
artikel
|
| 5 |
Can U.S. macroeconomic indicators forecast cryptocurrency volatility?
|
Tzeng, Kae-Yih
|
|
|
74 |
C |
p.
|
artikel
|
| 6 |
Climate risk and corporate ESG performance: Evidence from China
|
Yin, Zhujia
|
|
|
74 |
C |
p.
|
artikel
|
| 7 |
Closed-form approximations for basket option pricing under normal tempered stable Lévy model
|
Hu, Dongdong
|
|
|
74 |
C |
p.
|
artikel
|
| 8 |
Copula-MIDAS-TRV model for risk spillover analysis − Evidence from the Chinese stock market
|
Wang, Qin
|
|
|
74 |
C |
p.
|
artikel
|
| 9 |
Deposit competition and effectiveness of bank capital requirements
|
Han, Ruoning
|
|
|
74 |
C |
p.
|
artikel
|
| 10 |
Diversification value of green Bonds: Fresh evidence from China
|
Zhou, You
|
|
|
74 |
C |
p.
|
artikel
|
| 11 |
Does climate change matter for bank profitability? Evidence from China
|
Lee, Chien-Chiang
|
|
|
74 |
C |
p.
|
artikel
|
| 12 |
Does liquidity connectedness affect stock price crash risk? Evidence from China
|
Yang, Xin
|
|
|
74 |
C |
p.
|
artikel
|
| 13 |
Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments
|
Zhou, Donghai
|
|
|
74 |
C |
p.
|
artikel
|
| 14 |
Does uncertainty affect the limits of arbitrage? Evidence from the U.S. stock markets
|
Chen, Weihua
|
|
|
74 |
C |
p.
|
artikel
|
| 15 |
Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach
|
Lim, Seo-Yeon
|
|
|
74 |
C |
p.
|
artikel
|
| 16 |
Dynamic impact of the US yield curve on green bonds: Navigating through recent crises
|
Umar, Zaghum
|
|
|
74 |
C |
p.
|
artikel
|
| 17 |
Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets
|
Koczar, Monika W.
|
|
|
74 |
C |
p.
|
artikel
|
| 18 |
Editorial Board
|
|
|
|
74 |
C |
p.
|
artikel
|
| 19 |
ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions
|
Tunc, Ahmet
|
|
|
74 |
C |
p.
|
artikel
|
| 20 |
Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters
|
Naifar, Nader
|
|
|
74 |
C |
p.
|
artikel
|
| 21 |
Forecasting crude oil volatility and stock volatility: New evidence from the quantile autoregressive model
|
Chen, Yan
|
|
|
74 |
C |
p.
|
artikel
|
| 22 |
Geopolitical risk hedging or timing: Evidence from hedge fund strategies
|
Ma, Tianyi
|
|
|
74 |
C |
p.
|
artikel
|
| 23 |
Green bond and green stock in China: The role of economic and climate policy uncertainty
|
Wang, Yu
|
|
|
74 |
C |
p.
|
artikel
|
| 24 |
Health burden, environmental decentralization and associated political achievements in China
|
Bellalah, Mondher
|
|
|
74 |
C |
p.
|
artikel
|
| 25 |
Herding behaviour towards high order systematic risks and the contagion Effect—Evidence from BRICS stock markets
|
Zhang, Yi
|
|
|
74 |
C |
p.
|
artikel
|
| 26 |
High-speed railway and corporate risk-taking: Channels and evidence from China
|
Xia, Xiaoxue
|
|
|
74 |
C |
p.
|
artikel
|
| 27 |
How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis
|
Chen, Xiuwen
|
|
|
74 |
C |
p.
|
artikel
|
| 28 |
Ignorant experts and financial fragility
|
Asano, Koji
|
|
|
74 |
C |
p.
|
artikel
|
| 29 |
Impact of green finance on low-carbon transformation: Spatial spillover effects in China
|
Zhao, Jing
|
|
|
74 |
C |
p.
|
artikel
|
| 30 |
Investor sentiment or information content? A simple test for investor sentiment proxies
|
Lee, Geul
|
|
|
74 |
C |
p.
|
artikel
|
| 31 |
Macro topology structure and evolution of Chinese Public Funds’ Co-holding Network
|
Guo, Xiaoping
|
|
|
74 |
C |
p.
|
artikel
|
| 32 |
Modeling mispricing risk of defined contribution pension plan with a mean–variance criteria
|
Wang, Peiguang
|
|
|
74 |
C |
p.
|
artikel
|
| 33 |
Network measurement and influence mechanism of dynamic risk contagion among global stock markets: Based on time-varying spillover index and complex network method
|
Yu, Bo
|
|
|
74 |
C |
p.
|
artikel
|
| 34 |
Optimistic or pessimistic: How do investors impact the green bond market?
|
Wei Su, Chi
|
|
|
74 |
C |
p.
|
artikel
|
| 35 |
Optimizing composite early warning indicators
|
Beltran, Daniel O.
|
|
|
74 |
C |
p.
|
artikel
|
| 36 |
Option trading volume and the cross-section of option returns
|
Yuan, Jianglei
|
|
|
74 |
C |
p.
|
artikel
|
| 37 |
Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries
|
Yip, Pick Schen
|
|
|
74 |
C |
p.
|
artikel
|
| 38 |
Pricing of discretely sampled arithmetic Asian options, under the Hull–White interest rate model
|
Kim, Bara
|
|
|
74 |
C |
p.
|
artikel
|
| 39 |
Pricing VIX options based on mean-reverting models driven by information
|
Yin, Ya-Hua
|
|
|
74 |
C |
p.
|
artikel
|
| 40 |
Research on information fusion of security analysts’ stock recommendations based on two-dimensional D-S evidence theory
|
Li, Zhimin
|
|
|
74 |
C |
p.
|
artikel
|
| 41 |
Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies
|
Sun, Jiaojiao
|
|
|
74 |
C |
p.
|
artikel
|
| 42 |
Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies
|
Liu, Zixin
|
|
|
74 |
C |
p.
|
artikel
|
| 43 |
Size and ESG premiums: Evidence from Chinese A-share market
|
Wu, Yanran
|
|
|
74 |
C |
p.
|
artikel
|
| 44 |
Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict
|
Shen, Yiran
|
|
|
74 |
C |
p.
|
artikel
|
| 45 |
Stock market extreme risk prediction based on machine learning: Evidence from the American market
|
Ren, Tingting
|
|
|
74 |
C |
p.
|
artikel
|
| 46 |
Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform
|
Muto, Makoto
|
|
|
74 |
C |
p.
|
artikel
|
| 47 |
Temporal and spatial heterogeneity of resource misallocation in Chinese banks and its influential factors
|
Zhao, Wensha
|
|
|
74 |
C |
p.
|
artikel
|
| 48 |
The comovement of bubbles’ responses to monetary policy shocks
|
Caraiani, Petre
|
|
|
74 |
C |
p.
|
artikel
|
| 49 |
The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing
|
Hung, Jui-Cheng
|
|
|
74 |
C |
p.
|
artikel
|
| 50 |
The impact of MD&A digital transformation information disclosure on stock price synchronicity in China
|
Guo, Jinwen
|
|
|
74 |
C |
p.
|
artikel
|
| 51 |
The liquidity timing ability of mutual funds
|
Yin, Zhengnan
|
|
|
74 |
C |
p.
|
artikel
|
| 52 |
The power of market: Venture capital and enterprise digital transformation
|
Peng, Huan
|
|
|
74 |
C |
p.
|
artikel
|
| 53 |
The threshold effect of political connection on the green innovation of businesses: Evidence from China
|
Chen, Doudou
|
|
|
74 |
C |
p.
|
artikel
|
| 54 |
The value of cash around COVID-19: Insights from business activities
|
Jung, Sumi
|
|
|
74 |
C |
p.
|
artikel
|
| 55 |
Valuing American options using multi-step rebate options
|
Lee, Hangsuck
|
|
|
74 |
C |
p.
|
artikel
|
| 56 |
Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach
|
Xie, Wenhao
|
|
|
74 |
C |
p.
|
artikel
|
| 57 |
Volatility risk premium, good volatility and bad volatility: Evidence from SSE 50 ETF options
|
Li, Zhe
|
|
|
74 |
C |
p.
|
artikel
|
| 58 |
Yield curve trading strategies exploiting sentiment data
|
Audrino, Francesco
|
|
|
74 |
C |
p.
|
artikel
|
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