Ai Jun Hou

On macroeconomic determinants of co-movements among international stock markets: evidence from DCC-MIDAS approach

Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models

Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?

Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime‐switching GARCH‐MIDAS models

Geopolitical risk and oil volatility: A new insight

Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility

Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis

Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations

Stock Market Volatility and Macroeconomic Fundamentals

Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model

The impact of the Ukraine–Russia war on world stock market returns

Anticipating Long-Term Stock Market Volatility

Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?

A Simple Approximate Long-Memory Model of Realized Volatility

How vulnerable are international financial markets to terrorism? An empirical study based on terrorist incidents worldwide

Economic policy uncertainty and stock market volatility

Geopolitical risk and dynamic connectedness between commodity markets

Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods

The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach

Effects of macroeconomic uncertainty on the stock and bond markets

Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification

Asymmetry effects of shocks in Chinese stock markets volatility: A generalized additive nonparametric approach