A Study of Volatility and Externality Compensative Return of Internet Financial Products in the Case of Yuebao-Reference-Cited by-同舟云学术

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A Study of Volatility and Externality Compensative Return of Internet Financial Products in the Case of Yuebao

Published:2018-01-16 Issue:4 Volume:54 Page:761-773
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Chen Yongwei¹,Pang Jiawei²^ORCID,Zhang Weiying³

Affiliation:

1. Center for Market and Network Economy, Peking University, Beijing, China

2. Guanghua School of Management, Peking University, Beijing, China

3. National School of Development, Center for Market and Network Economy, Peking University, Beijing, China

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2016.1248554

Reference10 articles.

1. A Capital Asset Pricing Model with Time-Varying Covariances

2. Dynamic Conditional Correlation

3. Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH

4. Correlation dynamics in European equity markets

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Empirical Analysis of the Impact of Internet Financial Products on the Operation of Commercial Banks in China;Learning and Analytics in Intelligent Systems;2023

2. Innovative Risk Early Warning Model Based on Internet of Things Under Big Data Technology;IEEE Access;2021

3. Financial Product Risk Prevention Measures under The Setting of "Internet Plus";Proceedings of the 2nd International Conference on Information Technologies and Electrical Engineering;2019-12-06

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