Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets : evidence from the United States

von Tian, Shuairu
Veröffentlicht in The North American journal of economics and finance (2016)

Modeling interest rate volatility : a Realized GARCH approach

von Tian, Shuairu
Veröffentlicht in Journal of banking & finance (2015)

The interactive CNY-CNH relationship : a wavelet analysis

von Tian, Shuairu
Veröffentlicht in Journal of international money and finance (2023)

Dynamic correlation and equicorrelation analysis of global financial turmoil : evidence from emerging East Asian stock markets

von Cai, Xiao Jing
Veröffentlicht in Applied economics (2016)

Interdependence between oil and East Asian stock markets : evidence from wavelet coherence analysis

von Cai, Xiao Jing
Veröffentlicht in Journal of international financial markets, institutions & money (2017)

Dependence structures between Chinese stock markets and the international financial market : evidence from a wavelet-based quantile regression approach

von Yang, Lu
Veröffentlicht in The North American journal of economics and finance (2018)

Co-movements in commodity markets andimplications in diversification benefits

von Cai, Xiao Jing
Veröffentlicht in Empirical economics (2020)