|The School of Finance Renmin University of China ZhongGuanCun Street 59 Beijing P.R.China 100872|
School of Finance Beijing, China
Renmin University of China
RePEc:edi:sfruccn (more details at EDIRC)
Research outputJump to: Working papers Articles
- Gang , Jianhua & Qian , Zongxin & Zhang , Chao & Zhang , Jiarui, 2015. "The Effect of Changes in the U.S. Monetary Policy on China's Capital Market Stability and Trade between China and Korea," Policy Reference 15-3, Korea Institute for International Economic Policy.
- Jianhua Gang & Zongxin Qian, 2015. "China’s Monetary Policy and Systemic Risk," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(4), pages 701-713, July.
- Jianhua Gang & Xiang Li, 2014. "Risk Perception And Equity Returns: Evidence From The Spx And Vix," Bulletin of Economic Research, Wiley Blackwell, vol. 66(1), pages 20-44, January.
- Jianhua Gang & Nan Ye & Chengsi Zhang, 2012. "Financial Crisis, Risk Perception And The Implied Volatility Transmission: A Cross-Region Study," Manchester School, University of Manchester, vol. 80, pages 92-120, September.
- Christina V. Atanasova & Jianhua Gang, 2008. "The Decline In The Volatility Of The Business Cycles In The Uk," Manchester School, University of Manchester, vol. 76(s1), pages 14-36, September.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
Sorry, no citations of working papers recorded.
- Jianhua Gang & Xiang Li, 2014.
"Risk Perception And Equity Returns: Evidence From The Spx And Vix,"
Bulletin of Economic Research,
Wiley Blackwell, vol. 66(1), pages 20-44, January.
- Brana, Sophie & Prat, Stéphanie, 2016. "The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model," Economic Modelling, Elsevier, vol. 52(PA), pages 26-34.
- Emmanuel Anoruo & Vasudeva N. R. Murthy, 2017. "An examination of the REIT return–implied volatility relation: a frequency domain approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(3), pages 581-594, July.
- Jianhua Gang & Nan Ye & Chengsi Zhang, 2012.
"Financial Crisis, Risk Perception And The Implied Volatility Transmission: A Cross-Region Study,"
University of Manchester, vol. 80, pages 92-120, September.
- Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah, 2017. "The asymmetric relationship between returns and implied volatility: Evidence from global stock markets," Journal of Financial Stability, Elsevier, vol. 30(C), pages 156-174.
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