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Ai Jun Hou · Study

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Ai Jun Hou

8 works· latest 2024· 2 institutionscluster: provisionalORCID 0000-0002-4354-0117

h-index7

i107

Citations626

Works here8

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Most cited in this library

The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach2013 · 254 citations
Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification2015 · 99 citations
Effects of Macroeconomic Uncertainty on the Stock and Bond Markets2015 · 73 citations
OUP accepted manuscript2020 · 71 citations
Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods2016 · 69 citations

Works

8 shown

From employee to entrepreneur: The role of unemployment risk

Journal of Financial Economics·2024·4 authors·Open access

7citations

OUP accepted manuscript

Journal of Financial Econometrics·2020·3 authors·Open access

71citations

Pricing Cryptocurrency Options: The Case of CRIX and Bitcoin

SSRN Electronic Journal·2018·2 authors·preprint·Open access

28citations

Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods

Journal of Financial Stability·2016·4 authors·Open access

69citations

Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification

Journal of Financial Econometrics·2015·3 authors

99citations

Effects of Macroeconomic Uncertainty on the Stock and Bond Markets

Finance research letters·2015·3 authors·Open access

73citations

The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach

Journal of Forecasting·2013·3 authors·Open access

254citations

Asymmetry effects of shocks in Chinese stock markets volatility: A generalized additive nonparametric approach

Journal of International Financial Markets Institutions and Money·2012·1 author

25citations