Items for Chen, Louisa Chen

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Number of items: 12.

Article

Breedon, Francis, Chen, Louisa, Ranaldo, Angelo and Vause, Nicholas (2018) Algos all go? Bank Underground [weblog article, 02 May 2018].

Chen, Louisa Chen 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). pp. 1-18. ISSN 1755-3830

Sergueiva, Antoaneta, Chinthalapati, V L Raju, Verousis, Thanos and Chen, Louisa (2017) Multichannel contagion and systemic stabilisation strategies in interconnected financial markets. Quantitative Finance, 17 (12). pp. 1885-1904. ISSN 1469-7688

Alejandro, Bernales, Chen, Louisa and Valenzuela, Marcela (2017) Learning and forecasts on option returns through the volatility risk premium. Journal of Economic Dynamics and Control, 82. 312 -330. ISSN 0165-1889

Aussenegg, Wolfgang, Jelic, Ranko, Chen, Louisa and Maringer, Dietmar (2016) Does market liquidity risk affect Euro corporate bond returns more seriously in stress periods? Bank Underground [weblog article, 27 October 2016].

Baranova, Yuliya, Chen, Louisa and Vause, Nicholas (2015) Has corporate bond market liquidity fallen? Bank Underground [weblog article, 27 August 2015].

Chen, Xiaohua, Solomon, Edna and Verousis, Thanos (2015) Asymmetric post-announcement drift to good and bad news: evidence from voluntary trading disclosures in the Chinese stock market. International Journal of the Economics of Business, 23. pp. 183-198. ISSN 1357-1516

Verousis, Thanos, Gwilym, Owain ap and Chen, XiaoHua (2015) The intraday determination of liquidity in the NYSE LIFFE equity option markets. The European Journal of Finance, 22 (12). ISSN 1351-847X

Chen, Louisa and Lai, Yun-Ju (2014) On the concentration of mutual fund portfolio holdings: evidence from Taiwan. Research in International Business and Finance, 33. pp. 268-286. ISSN 0275-5319

Chen, Louisa and Maringer, Dietmar B (2010) Detecting time-variation in corporate bond index returns: A smooth transition regression model. Journal of Banking & Finance, 35 (1). pp. 95-103. ISSN 0378-4266

Reports and working papers

Breedon, Francis, Chen, Louisa, Ranaldo, Angelo, Vause, Nicholas and Unset (2018) Judgement day: algorithmic trading around the Swiss Franc cap removal. Working Paper. Bank of England, London.

Bicu, Andreea, Chen, Louisa and Elliott, David (2017) The leverage ratio and liquidity in the gilt and repo markets. Working Paper. Bank of England, London.

This list was generated on Thu Aug 16 10:03:23 2018 BST.