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CORC

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Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2020
作者:  Liu, Bing-Yue;  Ji, Qiang;  Nguyen, Duc Khuong;  Fan, Ying
收藏  |  浏览/下载：5/0  |  提交时间：2021/01/16
Can skewness predict currency excess returns? 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2019, 卷号: 48, 页码: 628-641
作者:  Jiang, Xue;  Han, Liyan;  Yin, Libo
收藏  |  浏览/下载：6/0  |  提交时间：2019/12/30
The predictive performance of the currency futures basis for spot returns 期刊论文
QUANTITATIVE FINANCE, 2019, 卷号: 19, 页码: 391-405
作者:  Han, Liyan;  Jiang, Xue;  Yin, Libo
收藏  |  浏览/下载：13/0  |  提交时间：2019/12/30
Can skewness of the futures-spot basis predict currency spot returns? 期刊论文
JOURNAL OF FUTURES MARKETS, 2019, 卷号: 39, 页码: 1435-1449
作者:  Jiang, Xue;  Han, Liyan;  Yin, Libo
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/30
Currency strategies based on momentum, carry trade and skewness 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 517, 页码: 121-131
作者:  Jiang, Xue;  Han, Liyan;  Yin, Libo
收藏  |  浏览/下载：12/0  |  提交时间：2019/12/30
Can skewness of the futures-spot basis predict currency spot returns? 会议论文
JOURNAL OF FUTURES MARKETS, 2019-11-01
作者:  Jiang, Xue;  Han, Liyan;  Yin, Libo
收藏  |  浏览/下载：12/0  |  提交时间：2019/12/30
Our currency, your attention: Contagion spillovers of investor attention on currency returns 期刊论文
ECONOMIC MODELLING, 2019, 卷号: 80, 页码: 49-61
作者:  Wu, You;  Han, Liyan;  Yin, Libo
收藏  |  浏览/下载：5/0  |  提交时间：2019/12/30
LIQUIDITY RISK AND TIME-VARYING CORRELATION BETWEEN EQUITY AND CURRENCY RETURNS 期刊论文
ECONOMIC INQUIRY, 2017, 卷号: 55, 期号: 2, 页码: 898-919
作者:  Jung, Kuk Mo[1]
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/23
SMe: explicit & implicit constrained-space probabilistic threshold range queries for moving objects 期刊论文
GEOINFORMATICA, 2016
Wang, Zhi-Jie; Yao, Bin; Cheng, Reynold; Gao, Xiaofeng; Zou, Lei; Guan, Haibing; Guo, Minyi
收藏  |  浏览/下载：5/0  |  提交时间：2017/12/03
Geography, trade and regional development: the role of wage costs, exchange rates and currency/capital movements SCI/SSCI论文
2014
Dunford M.; Liu W. D.; Liu Z. G.; Yeung G.
收藏  |  浏览/下载：24/0  |  提交时间：2014/12/24

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