新冠疫情影響恐慌指數及其應用之實證研究
IF Hsiao - 淡江大學財務金融學系博士班學位論文, 2022 - airitilibrary.com
… COVID-19 pandemic affect the performance and the application of the fear index in relation
to financial markets … , the intraday effect exists regardless of the COVID-19 pandemic, and the …
to financial markets … , the intraday effect exists regardless of the COVID-19 pandemic, and the …
[PDF][PDF] 危机会影响回报溢出吗?: 来自亚太发达股市的证据
… during the COVID-19 … intraday spillover during the pandemic, with a total spillover index
value of 77.8%. Similarly, Li [23] also examined volatility spillover across the global stock market …
value of 77.8%. Similarly, Li [23] also examined volatility spillover across the global stock market …
中國股票市場, 債券市場, 外匯市場和商品期貨市場之間的報酬外溢效應
呂堉蓁 - 中原大學財務金融學系學位論文, 2023 - airitilibrary.com
… spillover and volatility spillover among China’s stock market, … A determinant analysis is
conducted on the financial markets … , total spillovers increase in response to COVID-19 pandemic …
conducted on the financial markets … , total spillovers increase in response to COVID-19 pandemic …
[HTML][HTML] 基于LASSO-VAR 模型的外汇市场风险溢出网络研究
张旭 - Finance, 2023 - hanspub.org
… spillovers and network connectedness between September 2005 and February 2023. We
use the volatility spillover … Fasanya [23] 研究了COVID-19大流行期间6种交易最多的货币的动态…
use the volatility spillover … Fasanya [23] 研究了COVID-19大流行期间6种交易最多的货币的动态…
机器学习解构区域金融风险防控研究进展.
张立华， 张顺顺 - Journal of Frontiers of Computer Science & …, 2022 - search.ebscohost.com
… COVID-19 患者数据的稀缺性,目前受到 预训练数据(pretraining data)和目标COVID-19 患者
数据之间差异的限制,需要补充对非COVID-19… An intraday market risk management approach …
数据之间差异的限制,需要补充对非COVID-19… An intraday market risk management approach …
经济政策不确定性与人民币汇率波动率
吴鑫育， 谢海滨， 马超群 - 中国管理科学, 2024 - zgglkx.com
… Research on the volatility spillover between financial markets: … ently,the intraday range
makes full use of the intraday price … war and the coronavirus (COVID-19)pandemic. Intuitively, …
makes full use of the intraday price … war and the coronavirus (COVID-19)pandemic. Intuitively, …
比特币在大类资产配置中的作用研究
Z Yun - 2023 - search.proquest.com
… When using Industrial Value Added (IAV) and M2 to explain the price change of Bitcoin,
the relationship between Bitcoin and macro factors is not significant, which indicates that the …
the relationship between Bitcoin and macro factors is not significant, which indicates that the …