Browsing by Author "Yang, Minxian"

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Browsing by Author "Yang, Minxian"

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  • Wang, Jianxin; Yang, Minxian (Elsevier, 2009)
    We examine the presence or absence of asymmetric volatility in the exchange rates of Australian dollar (AUD), Euro (EUR), British pound (GBP) and Japanese yen (JPY), all against US dollar. Our investigation is based on a ...
  • Wang, Jianxin; Yang, Minxian (Elsevier, 2013)
    While the risk return trade-off theory suggests a positive relationship between the expected return and the conditional volatility, the volatility feedback theory implies a channel that allows the conditional volatility ...