浙江大学国际商学院助理教授周闻宇、黎巴嫩大学商学院副教授Elie Bouri的合作论文“Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns”于金融学领域权威学术期刊、ABS3星期刊,我校认定的外文1A类...
由英国商学院协会(the Association of Business Schools)ABS出版的高质量学术期刊指南,在2010年及以前经管领域学术期刊星级划分标准依据ABS商学期刊指南,2015年及以后AJG取代了ABS评级,每隔3年发布一次。其中,ABS评级包括4、3、2、1共4种类型,AJG评级包括4*、4、3、2、1共5种类型。 ABS1:AJG(ABS)一星级期刊,一...
我院2018级量化金融实验班本科生万沪宁与Carol Alexander、邓军、冯建芬老师合作的论文“Net buying pressure and the information in bitcoin option trades”在国际期刊Journal of Financial Markets发表。(https://www.sciencedirect.com/science...
1469-5936 BUS HIST & ECON HIST European Journal of the History of Economic Thought Taylor & Francis 2 1474-0052 BUS HIST & ECON HIST Financial History Review Cambridge University Press 2 1469-9656 BUS HIST & ECON HIST Journal of the History of Economic Thought Cambridge University Press 2 175...
摘要:In this paper, we develop a state-dependent sensitivity value-at-risk (SDSVaR) approach that enables us to quantify the direction, size, and duration of risk spillovers among financial institutions as a function of the state of financial markets (tranquil, normal, and volatile). For four...
Journal of Financial Markets 基本信息 期刊全称 Journal of Financial Markets 期刊简称 Print ISSN 1386-4181 Online ISSN 1878-576X 期刊出版社 是否开放获取 Open Access,OA 否 官网地址 期刊所属领域 期刊简介 JCR分区索引信息2021年数据 是否是SCIE(SCI)...
The Journal of Financial Services Research publishes high quality empirical and theoretical research on the demand, supply, regulation, and pricing of financial services. Financial services are broadly defined to include banking, risk management, capital markets, mutual funds, insurance, venture capital,...
期刊全称 Journal of Financial Management, Markets and Institutions 期刊简称 Print ISSN Online ISSN 期刊出版社 是否开放获取 Open Access,OA 暂无数据 官网地址 期刊所属领域 期刊简介 JCR分区索引信息2021年数据 是否是SCIE(SCI) 注:SCI已经完全被SCIE取代,参考: SCI被取代 未知...
摘要:In this paper, we develop a state-dependent sensitivity value-at-risk (SDSVaR) approach that enables us to quantify the direction, size, and duration of risk spillovers among financial institutions as a function of the state of financial markets (tranquil, normal, and volatile). For four...
原文链接: https://www.cambridge.org/core/journals/journal-of-financial-and-quantitative-analysis/article/abs/spillover-effects-among-financial-institutions-a-statedependent-sensitivity-valueatrisk-approach/BBB14E808E376DEDE31368322B9E4AA1 近期文章:...