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Browsing by Author Zhang, Zhaoyong

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Showing results 1 to 10 of 10

A Regime-Switching Analysis of Asian Bank Stocks

Author(s)Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong
TypeBook chapter
Date Published2014
Date Created-
01_Ho_Dynamic_Linkages_Among_2012.pdf.jpg

Dynamic Linkages Among Financial Markets in the Greater China Region: A Multivariate Asymmetric Approach

Author(s)Ho, Kin-Yip; Zhang, Zhaoyong
TypeJournal article
Date Published2012
Date Created-

How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches

Author(s)Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong
TypeJournal article
Date Published2013
Date Created-

Modeling the conditional volatility asymmetry of business cycles in four OECD countries: A multivariate GARCH approach

Author(s)Ho, Kin-Yip; Tsui, A K; Zhang, Zhaoyong
TypeConference paper
Date Published2011
Date CreatedDecember 12-16 2011

Modeling the fractional integration in volatility between the Greater China financial markets

Author(s)Ho, Kin-Yip; Zhang, Zhaoyong
TypeConference paper
Date Published2011
Date CreatedDecember 12-16 2011

News Sentiment and High-Frequency Volatility Dynamics in the Japanese stock Market

Author(s)Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong
TypeBook chapter
Date Published2014
Date Created-

Volatility and Correlation Dynamics of the Mainland Chinese and Hong Kong Stock Markets: Evidence from the A-, B-, H- and Red Chip Markets

Author(s)Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong
TypeJournal article
Date Published2014
Date Created-
01_Ho_Volatility_dynamics_of_the_UK_2009.pdf.jpg

Volatility dynamics of the UK business cycle: A multivariate asymmetric garch approach

Author(s)Ho, Kin-Yip; Tsui, A K; Zhang, Zhaoyong
TypeJournal article
Date Published2009
Date Created-

Volume, volatility and information linkages in the stock and option markets

Author(s)Ho, Kin-Yip; Zheng, L; Zhang, Zhaoyong
TypeJournal article
Date Published2012
Date Created-

What drives the Time-Varying Performance of Japanese Mutual Fund?

Author(s)Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong
TypeBook chapter
Date Published2014
Date Created-
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