This research specifically reveals the predictability for the volatility on energy futures markets
when involving investor sentiment, using the newly launched China's INE crude oil futures …

Through globalization and financial market liberalization, the opening up of markets has
increased cross-border investments as investors search for higher risk-adjusted returns. This …

Based on the characteristics of investors' risk preference, which is considered to change with
the two opposite outcomes (gain/loss), we build a DGARCH-M model by dividing investors' …

The aim of this study is to analyze the potential risk premium inherent in the uncovered
interest parity (UIP) condition. The component GARCH-in-mean model is used to measure …

Purpose Extensive studies have investigated the relation between risk and return in the
stock and major asset markets, whereas little studies have been done for housing …

It is very important for policymakers to understand the impact of macroeconomic variables on
the stock market return to formulate appropriate policies for the socio-economic …

This paper analyzes the risk–return trade-off in Europe using recent data from 11 European
stock markets. After relaxing the linear assumptions in the risk–return relationship by …

Purpose–The purpose of this paper is to pay more attention to four different research
questions at least. One is that this study intends to explore the changes of the risk-return …

The relationship between risk and expected returns has been investigated extensively in the
financial economics literature. Theoretical models generally predict a positive relation …

In this study, we examine the volatility pattern of Australian housing prices over an extended
time frame. A component-generalized autoregressive conditional heteroscedasticity (C …