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Ai Jun Hou
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The importance of the macroeconomic variables in forecasting stock return variance: A GARCH‐MIDAS approach
H Asgharian, AJ Hou, F Javed
Journal of Forecasting 32 (7), 600-612, 2013
2682013
A nonparametric GARCH model of crude oil price return volatility
A Hou, S Suardi
Energy Economics 34 (2), 618-626, 2012
2232012
Macro-finance determinants of the long-run stock–bond correlation: The DCC-MIDAS specification
H Asgharian, C Christiansen, AJ Hou
Journal of Financial Econometrics 14 (3), 617-642, 2016
1212016
Effects of macroeconomic uncertainty on the stock and bond markets
H Asgharian, C Christiansen, AJ Hou
Finance Research Letters 13, 10-16, 2015
992015
Pricing cryptocurrency options
AJ Hou, W Wang, CYH Chen, WK Härdle
Journal of Financial Econometrics 18 (2), 250-279, 2020
832020
Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods
A Mobarek, G Muradoglu, S Mollah, AJ Hou
Journal of Financial Stability 24, 1-11, 2016
832016
Asymmetry effects of shocks in Chinese stock markets volatility: A generalized additive nonparametric approach
AJ Hou
Journal of International Financial Markets, Institutions and Money 23, 12-32, 2013
492013
Pricing cryptocurrency options: the case of CRIX and Bitcoin
CYH Chen, WK Härdle, AJ Hou, W Wang
IRTG 1792 Discussion Paper, 2018
292018
Economic policy uncertainty and long-run stock market volatility and correlation
H Asgharian, C Christiansen, AJ Hou
232018
Modelling and forecasting short-term interest rate volatility: A semiparametric approach
AJ Hou, S Suardi
Journal of Empirical Finance 18 (4), 692-710, 2011
192011
The effect of uncertainty on stock market volatility and correlation
H Asgharian, C Christiansen, AJ Hou
Journal of Banking & Finance 154, 106929, 2023
122023
EMU equity markets' return variance and spillover effects from the short-term interest rate
AJ Hou
Quantitative Finance 13 (3), 451-470, 2013
112013
Pricing cryptocurrency options: The case of bitcoin and crix
AJ Hou, W Wang, CYH Chen, WK Härdle
Available at SSRN 3159130, 2019
102019
VIX Futures Calendar Spreads
AJ Hou, L Norden
Journal of Futures markets 38, 822-838, 2018
72018
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation
H Asgharian, C Christiansen, R Gupta, AJ Hou
Available at SSRN 2846925, 2016
72016
Hedge and safe haven investing with investment styles
AJ Hou, I Khrashchevskyi, J Peltomäki
Journal of Asset Management 20 (5), 351-364, 2019
62019
Importance of macroeconomic variables for variance prediction: A GARCH-MIDAS approach
F Javed, H Asgharian, AJ Hou
J. Forecast 32, 600-612, 2013
62013
Long-and short-run components of factor betas: Implications for stock pricing
H Asgharian, C Christiansen, AJ Hou, W Wang
Journal of International Financial Markets, Institutions and Money 74, 101412, 2021
42021
Commodity Inflation Risk Premium and Stock Market Returns
AJ Hou, E Platanakis, X Ye, G Zhou
2022 University of Rochester Conference in Econometrics, Paris December …, 2022
22022
Empirical Test of Market Efficiency of OMX Options
A Hou, A Muñoz Luengo
Göteborg University-School of Economics and Commercial Law/Graduate Business …, 2005
22005
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