| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Are ESG factors truly unique?
|
Covachev, Svetoslav
|
|
|
77 |
C |
p.
|
artikel
|
| 2 |
A RGARCH-CARR-SK model: A new high-frequency volatility forecasting and risk measurement model based on dynamic higher moments and generalized realized measures
|
Liu, Junjie
|
|
|
77 |
C |
p.
|
artikel
|
| 3 |
Asymmetry and determinants of financial connectivity in G20: Evidence from a quantile-based and lasso regression analysis
|
Yang, Guangyi
|
|
|
77 |
C |
p.
|
artikel
|
| 4 |
CEO turnover and financial policy transfer
|
Kim, Daniel Sungyeon
|
|
|
77 |
C |
p.
|
artikel
|
| 5 |
Comparison of the interdependence relationship between crude oil futures and spot in China and international crude oil markets − evidence from time-frequency and quantile perspectives
|
Shi, Fengyuan
|
|
|
77 |
C |
p.
|
artikel
|
| 6 |
Corporate ESG disclosure and regulatory inquiry: Evidence from comment letters on annual reports
|
Li, Xin
|
|
|
77 |
C |
p.
|
artikel
|
| 7 |
Does Chinese mixed-ownership reform improve innovation quality in privately-owned enterprises? A dual-perspective evidence from managerial myopia and resource-based view
|
Gu, Xuehua
|
|
|
77 |
C |
p.
|
artikel
|
| 8 |
Economic Nexus among the Belt and Road Initiative participating countries
|
Chen, Yiguo
|
|
|
77 |
C |
p.
|
artikel
|
| 9 |
Editorial Board
|
|
|
|
77 |
C |
p.
|
artikel
|
| 10 |
Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19
|
Han, SeungOh
|
|
|
77 |
C |
p.
|
artikel
|
| 11 |
Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets
|
Fernandez-Perez, Adrián
|
|
|
77 |
C |
p.
|
artikel
|
| 12 |
Green credit and systemic risk: From the perspectives of policy and scale
|
Lee, Chien-Chiang
|
|
|
77 |
C |
p.
|
artikel
|
| 13 |
Monetary policy expectations and financial Markets: A Quantile-on-Quantile connectedness approach
|
Naifar, Nader
|
|
|
77 |
C |
p.
|
artikel
|
| 14 |
Multivariate Affine GARCH in portfolio optimization. Analytical solutions and applications
|
Escobar-Anel, Marcos
|
|
|
77 |
C |
p.
|
artikel
|
| 15 |
Oil price shocks, economic policy uncertainty and China’s producer price index: Evidence from quantile regression analysis
|
Qin, Yun
|
|
|
77 |
C |
p.
|
artikel
|
| 16 |
Portfolio tail risk forecasting for international financial assets: A GARCH-MIDAS-R-Vine copula model
|
Yao, Yinhong
|
|
|
77 |
C |
p.
|
artikel
|
| 17 |
Project risk neutrality in the context of asymmetric information
|
Alex, Fabian
|
|
|
77 |
C |
p.
|
artikel
|
| 18 |
Stock and corporate bond liquidity: When having the same issuer induces commonality
|
Márquez-de-la-Cruz, Elena
|
|
|
77 |
C |
p.
|
artikel
|
| 19 |
Systemic risk among Chinese oil and petrochemical firms based on dynamic tail risk spillover networks
|
Chen, Tingqiang
|
|
|
77 |
C |
p.
|
artikel
|
| 20 |
The Big Mac index: An exact multilateral clarification
|
Kunkler, Michael
|
|
|
77 |
C |
p.
|
artikel
|
| 21 |
The temporal variability in the returns of socially responsible funds to structural oil shocks
|
Rehman, Mobeen Ur
|
|
|
77 |
C |
p.
|
artikel
|
| 22 |
The time-varying relationship between climate uncertainty, low-carbon stocks and green bonds
|
Xu, Ziyao
|
|
|
77 |
C |
p.
|
artikel
|
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