biao guo : Citation Profile


Are you biao guo?

Renmin University of China

4

H index

2

i10 index

50

Citations

RESEARCH PRODUCTION:

8

Articles

5

Papers

RESEARCH ACTIVITY:

   3 years (2013 - 2016). See details.
   Cites by year: 16
   Journals where biao guo has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu306
   Updated: 2020-09-22    RAS profile: 2018-04-03    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with biao guo.

Is cited by:

Hou, Yang (3)

Wong, Wing-Keung (2)

Han, Heejoon (2)

GUPTA, RANGAN (2)

Wohar, Mark (2)

Robe, Michel (2)

Kutan, Ali (2)

Hwang, Soosung (2)

Plastun, Alex (2)

Bogin, Alexander (1)

Park, Seongkyu (Gilbert) (1)

Cites to:

Campbell, John (4)

Ericsson, Jan (3)

Eling, Martin (3)

Singleton, Kenneth (2)

darolles, serge (2)

Levi, Maurice (2)

Longstaff, Francis (2)

Christoffersen, Peter (2)

Tsekrekos, Andrianos (2)

Gonzalo, Jesus (2)

Jarrow, Robert (2)

Main data


Where biao guo has published?


Journals with more than one article published# docs
Journal of Futures Markets4
Finance Research Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University4

Recent works citing biao guo (2020 and 2019)


YearTitle of citing document
2019The impacts of overseas market shocks on the CDS-option basis. (2019). Ryu, Doojin ; Kutan, Ali M ; Park, Yuen Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:622-636.

Full description at Econpapers || Download paper

2019What drives the off-shore futures market? Evidence from India and China. (2019). Sampath, Aravind ; Kumar, S. S. S., . In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:394-402.

Full description at Econpapers || Download paper

2020Halloween Effect in developed stock markets: A historical perspective. (2020). Wohar, Mark ; Plastun, Alex ; GUPTA, RANGAN ; Sibande, Xolani. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:130-138.

Full description at Econpapers || Download paper

2020The surface of implied firm’s asset volatility. (2020). Silaghi, Florina ; Lovreta, Lidija. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302789.

Full description at Econpapers || Download paper

2019An analysis of the arbitrage efficiency of the Chinese SSE 50ETF options market. (2019). Zhang, Huiming ; Watada, Junzo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:474-489.

Full description at Econpapers || Download paper

2020Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China. (2020). Li, Steven ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:166-188.

Full description at Econpapers || Download paper

2020Sovereign Credit Spread Spillovers in Asia. (2020). Guo, Biao ; Han, Qian ; Yu, Jinyoung ; Ryu, Doojin ; Liang, Jufang. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1472-:d:321357.

Full description at Econpapers || Download paper

2020Volatility Spillovers between Equity and Green Bond Markets. (2020). Park, Jiyeon ; Ryu, Doojin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3722-:d:353863.

Full description at Econpapers || Download paper

2020Sugar With Your Coffee?: Financials, Fundamentals, and Soft Price Uncertainty. (2017). Robe, Michel ; Wallen, Jonathan ; Covindassamy, Genevre. In: IDB Publications (Working Papers). RePEc:idb:brikps:8588.

Full description at Econpapers || Download paper

2019Halloween Effect in Developed Stock Markets: A US Perspective. (2019). Wohar, Mark ; Plastun, Alex ; GUPTA, RANGAN ; Sibande, Xolani. In: Working Papers. RePEc:pre:wpaper:201914.

Full description at Econpapers || Download paper

2020Investigating Regime-Dependent Dynamics in Country Risk Premium: Evidence from Turkey and Emerging Markets. (2020). KAZDAL, Abdullah ; Yilmaz, Muhammed Hasan ; Bayram, Berat ; Akay, Mustafa. In: CBT Research Notes in Economics. RePEc:tcb:econot:2008.

Full description at Econpapers || Download paper

2020Bank risk‐taking and market discipline: Evidence from CoCo bonds in Korea. (2020). Lee, Young Hwan ; Park, Haerang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:6:p:885-894.

Full description at Econpapers || Download paper

Works by biao guo:


YearTitleTypeCited
2013REGIME-DEPENDENT LIQUIDITY DETERMINANTS OF CREDIT DEFAULT SWAP SPREAD CHANGES In: Journal of Financial Research.
[Full Text][Citation analysis]
article3
2014Sell in May and Go Away: Evidence from China In: Finance Research Letters.
[Full Text][Citation analysis]
article6
2016A note on why doesnt the choice of performance measure matter? In: Finance Research Letters.
[Full Text][Citation analysis]
article4
2013A Tale of Two Index Futures: The Intraday Price Discovery and Volatility Transmission Processes Between the China Financial Futures Exchange and the Singapore Exchange In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article10
2015Forecasting the Term Structure of Implied Volatilities In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2013Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction In: Journal of Futures Markets.
[Citation analysis]
article18
2014The Nelson–Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components In: Journal of Futures Markets.
[Full Text][Citation analysis]
article6
2015How Important is a Non‐Default Factor for CDS Valuation? In: Journal of Futures Markets.
[Full Text][Citation analysis]
article1
2016CDS Inferred Stock Volatility In: Journal of Futures Markets.
[Full Text][Citation analysis]
article2
2013Non-parametric Tests for the Martingale Restriction: A New Approach In: Working Papers.
[Full Text][Citation analysis]
paper0
2013The Number of State Variables for CDS Pricing In: Working Papers.
[Full Text][Citation analysis]
paper0
2013Asymmetric and negative return-volatility relationship: the case of the VKOSPI In: Working Papers.
[Full Text][Citation analysis]
paper0
2013A Tale of Two Index Futures: The Intraday Price Discovery Process between the China Financial Futures Exchange and the Singapore Exchange In: Working Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team