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Optimal stress tests and liquidation cost
Author: Gu, Jiadong
Journal: JOURNAL OF ECONOMIC DYNAMICS & CONTROL. 2023; Vol. 146, Issue , pp. -. DOI: 10.1016/j.jedc.2022.104568
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Counter-cyclical Margins for Option Portfolios
Author: Chen, Yuanyuan; Wu, Qi; LI, Duan
Journal: JOURNAL OF ECONOMIC DYNAMICS & CONTROL. 2023; Vol. 146, Issue , pp. -. DOI: 10.1016/j.jedc.2022.104572
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Predicting the unpredictable: New experimental evidence on forecasting random walks
Author: Bao, Te; Corgnet, Brice; Hanaki, Nobuyuki; Riyanto, Yohanes E.; Zhu, Jiahua
Journal: JOURNAL OF ECONOMIC DYNAMICS & CONTROL. 2023; Vol. 146, Issue , pp. -. DOI: 10.1016/j.jedc.2022.104571
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A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model
Author: Ge, Shuyi
Journal: JOURNAL OF ECONOMIC DYNAMICS & CONTROL. 2023; Vol. 146, Issue , pp. -. DOI: 10.1016/j.jedc.2022.104565
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Risk communication clarity and insurance demand: The case of the COVID-19 pandemic
Author: Feng, Jingbing; Xu, Xian; Zou, Hong
Journal: JOURNAL OF ECONOMIC DYNAMICS & CONTROL. 2023; Vol. 146, Issue , pp. -. DOI: 10.1016/j.jedc.2022.104562
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Interest rate changes and the cross-section of global equity returns
Author: Zaremba, Adam; Cakici, Nusret; Bianchi, Robert J.; Long, Huaigang
Journal: JOURNAL OF ECONOMIC DYNAMICS & CONTROL. 2023; Vol. 147, Issue , pp. -. DOI: 10.1016/j.jedc.2023.104596
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Measuring the trend real interest rate in a data-rich environment
Author: Fu, Bowen
Journal: JOURNAL OF ECONOMIC DYNAMICS & CONTROL. 2023; Vol. 147, Issue , pp. -. DOI: 10.1016/j.jedc.2023.104606
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Dampening effect and market efficiency
Author: Guo, Mng
Journal: JOURNAL OF ECONOMIC DYNAMICS & CONTROL. 2023; Vol. 148, Issue , pp. -. DOI: 10.1016/j.jedc.2023.104604
