Items where Author is "Chen, Louisa"
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Chen, Louisa and Verousis, Thanos and Wang, Kai and Zhou, Zhiping (2023) Financial stress and commodity price volatility. Energy Economics, 125. p. 106874. DOI https://doi.org/10.1016/j.eneco.2023.106874 (In Press)
Chen, Louisa and Shen, Liya and Zhou, Zhiping (2023) Understand Funding Liquidity and Market Liquidity in a Regime-switching Model. International Journal of Finance and Economics, 28 (1). pp. 589-605. DOI https://doi.org/10.1002/ijfe.2438
Chen, Louisa and Verousis, Thanos (2018) A contingent claims approach to the determinants of the stock-bond return relationship. International Journal of Banking, Accounting and Finance, 9 (1). p. 1. DOI https://doi.org/10.1504/IJBAAF.2018.089425
Sergueiva, Antoaneta and Chinthalapati, VL Raju and Verousis, Thanos and Chen, Louisa (2017) Multichannel contagion and systemic stabilisation strategies in interconnected financial markets. Quantitative Finance, 17 (12). pp. 1885-1904. DOI https://doi.org/10.1080/14697688.2017.1357973