Table of contents
Estimating liquidity premium of corporate bonds using the spread information in on- and off-the-run Treasury securities
Haitao Li, Chunchi Wu, Jian ShiThe purpose of this paper is to estimate the effects of liquidity on corporate bond spreads.
The impact of macroeconomic uncertainty on international commodity prices: Empirical analysis based on TVAR model
Xiaofen Tan, Yongjiao MaThe purpose of this paper is to empirically analyze the impact of macroeconomic uncertainty on a large sample of 19 commodity markets.
Does foreign direct investment promote exports in China?
Xin Li, Hsu Ling Chang, Chi Wei Su, Yin DaiThe purpose of this paper is to investigate the causal link between foreign direct investment (FDI) and exports in China based on the knowledge capital model (KK model, Markusen…
Volatility cones and volatility arbitrage strategies – empirical study based on SSE ETF option
Hong Yu Xin Pan, Jun SongUsing volatility cones as the estimate of actual volatility instead of GARCH models, the purpose of this paper is to explore whether volatility arbitrage strategy can provide…
Forward looking vs backward looking: An empirical study on the effectiveness of credit evaluation system in China’s online P2P lending market
Yanyan Gao, Jun Sun, Qin ZhouThe purpose of this paper is to estimate the effectiveness of the credit evaluation system using the borrowing data from China’s leading P2P lending platform, Renrendai.com.
The spillover effect between CSI 500 index futures market and the spot market: Evidence from high-frequency data in 2015
Xuejun Fan, De DuFocusing on the spillover effects between the CSI 500 stock index futures market and its underlying spot market during April to September 2015, the purpose of this paper is to…
ISSN:
2044-1398Online date, start – end:
2011Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditors:
- Professor Chongfeng Wu
- Professor Haitao Li