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股票和权证交易的信息角色：来自中国的实证证据
  • 期刊名称：Emerging Markets Finance And Trade
  • 时间：0
  • 页码：78-93
  • 相关项目：基于产业链的国家外汇储备多元化和国际资产配置研究
作者： Zhou Chunyang|Wu Chongfeng|Li Yang|
同期刊论文项目
基于产业链的国家外汇储备多元化和国际资产配置研究
期刊论文 38
同项目期刊论文
Foreign equity option pricing under stochastic volatility model with double jumps
Long memory in energy futures markets: Further evidence
Asymptotics for operational risk quantified with a spectral risk measure
Optimal insurance in the presence of insurer';s loss limit
外汇储备商品资产配置与战略资源储备建立
Accounting for the impact of higher order moments in foreign equity option pricing model
基于债权终止的可违约债券定价
A Robust General Equilibrium Stochastic Volatility Model with Recursive Preference Investors
Multifractal detrending moving average analysis on the US Dollar exchange rates
Robust general equilibrium under stochastic volatility model
基于产业需求的外汇储备战略投资
外汇储备资产配置与产业需求
Optimal Insurance Under the Insurer';s VaR Constraint
Foreign Participation in Life Insurance Markets: Evidence from OECD Countries
基于产业需求的外汇储备实物资产配置
Dynamic and Asymmetric Dependences between Chinese Yuan and Other Asia-Pacic Currencies
Efficiency of crude oil futures markets: New evidence from multifractal detrending moving average an
Oil price shocks and stock market activities: Evidence from oil-exporting and oil-importing countrie
Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate mod
基于GJR-EVT-COPULA和下偏矩的最优资产组合分析
Risk concentration of aggregated dependent risks: The second-order properties
信用债券市场流动性与投资者异质性研究
Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear caus
What can we learn from the history of gasoline crack spreads?: Long memory, structural breaks and mo
Insurance Stock Returns and Economic Growth
我国量化(对冲)基金业绩表现的比较分析
资产价值分解与公司债务定价
多资产的外汇储备币种配置