Wu, Maoguo
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Vol 7, No 5 (2016) - Articles
An Empirical Analysis of Volatility Characteristics of Inter-Bank Offered Rate of International Financial Centers
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Vol 8, No 3 (2017) - Articles
Did the Introduction of Securities Margin Trading Decrease China’s A-Share Market Volatility?
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Vol 9, No 1 (2018) - Articles
Performance Evaluation and Determinant Factors of China’s Logistics Enterprises Based on Careersmart Balanced Score Card
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Vol 9, No 2 (2018) - Articles
Empirical Assessment of Factors Influencing Corporate Performance of China’s Independent Brand Automobile Companies
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Vol 9, No 2 (2018) - Articles
Risk Analysis of World Major Stock Index Before and After the 2008 Financial Crisis – Based on GARCH-VaR Approach
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Vol 9, No 4 (2018) - Articles
The Impact of Technological Innovation on Corporate Performance: Evidence From the Communication and Cultural Industry in China
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Vol 9, No 4 (2018) - Articles
The Impact of Restrictive Measures on the Price Discovery Function of Stock Index Futures – Evidence From CSI 500 Stock Index Futures
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Vol 10, No 2 (2019) - Articles
Risk Analysis of the Stock Price Index of Countries Participating in the “Belt and Road” Initiative - Based on GARCH-VaR Model
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Vol 10, No 4 (2019) - Articles
The Volatility Spillover Effect Between the International Crude Oil Futures Price and China’s Stock Market - Multivariate BEKK-GARCH Model Based on Wavelet Multiresolution
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This journal is licensed under a Creative Commons Attribution 4.0 License.
International Journal of Financial Research
ISSN 1923-4023(Print) ISSN 1923-4031(Online)
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