An empirical analysis of equity market expectations in the recent financial turmoil using implied moments and jump diffusion processes

von Sugihara, Yoshihiko
Veröffentlicht 2010

Optimal execution of multiasset block orders under stochastic liquidity

von Makimoto, Naoki
Veröffentlicht 2010

Volatility contagion across the equity markets of developed and emerging market economies

von Hattori, Masazumi
Veröffentlicht in Macroeconomic shocks and unconventional monetary policy (2019)

Cross-stock market spillovers through variance risk premiums and equity flows

von Hattori, Masazumi
Veröffentlicht in Journal of international money and finance (2021)