Cardiff University | Prifysgol Caerdydd ORCA
Online Research @ Cardiff 
WelshClear Cookie - decide language by browser settings

Browse by All Cardiff Authors

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Number of items: 4.

Liu, Xinzhong, Shackleton, Mark B., Taylor, Stephen J. and Xu, Xinzhong 2007. Closed-form transformations from risk-neutral to real-world distributions. Journal of Banking & Finance 31 (5) , pp. 1501-1520. 10.1016/j.jbankfin.2006.09.005

Brennan, Michael J., Cao, H. Henry, Strong, Norman and Xu, Xinzhong 2005. The Dynamics of International Equity Market Expectations. Journal of Financial Economics 77 (2) , pp. 257-288. 10.1016/j.jfineco.2004.06.008

Pong, Shiuyan, Shackleton, Mark B., Taylor, Stephen J. and Xu, Xinzhong 2004. Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models. Journal of Banking & Finance 28 (10) , pp. 2541-2563. 10.1016/j.jbankfin.2003.10.015

Xu, Xinzhong and Strong, N 2003. Understanding the Equity Home Bias: The Evidence from the Survey Data. Review of Economics and Statistics 85 (2) , pp. 307-312. 10.1162/003465303765299837

This list was generated on Tue Dec 10 09:07:14 2019 GMT.