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Jianhua Gang

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Personal Details

First Name:Jianhua
Middle Name:
Last Name:Gang
Suffix:
RePEc Short-ID:pga461
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http://blog.sfruc.edu.cn/jhgang/
The School of Finance Renmin University of China ZhongGuanCun Street 59 Beijing P.R.China 100872

Affiliation

School of Finance
Renmin University of China

Beijing, China
http://sf.ruc.edu.cn/
RePEc:edi:sfruccn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Gang , Jianhua & Qian , Zongxin & Zhang , Chao & Zhang , Jiarui, 2015. "The Effect of Changes in the U.S. Monetary Policy on China's Capital Market Stability and Trade between China and Korea," Policy Reference 15-3, Korea Institute for International Economic Policy.

Articles

  1. Jianhua Gang & Xiang Li, 2014. "Risk Perception And Equity Returns: Evidence From The Spx And Vix," Bulletin of Economic Research, Wiley Blackwell, vol. 66(1), pages 20-44, January.
  2. Jianhua Gang & Nan Ye & Chengsi Zhang, 2012. "Financial Crisis, Risk Perception And The Implied Volatility Transmission: A Cross-Region Study," Manchester School, University of Manchester, vol. 80, pages 92-120, September.
  3. Christina V. Atanasova & Jianhua Gang, 2008. "The Decline In The Volatility Of The Business Cycles In The Uk," Manchester School, University of Manchester, vol. 76(s1), pages 14-36, September.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Jianhua Gang & Xiang Li, 2014. "Risk Perception And Equity Returns: Evidence From The Spx And Vix," Bulletin of Economic Research, Wiley Blackwell, vol. 66(1), pages 20-44, January.

    Cited by:

    1. Brana, Sophie & Prat, Stéphanie, 2016. "The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model," Economic Modelling, Elsevier, vol. 52(PA), pages 26-34.
    2. Emmanuel Anoruo & Vasudeva N. R. Murthy, 2017. "An examination of the REIT return–implied volatility relation: a frequency domain approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(3), pages 581-594, July.

  2. Jianhua Gang & Nan Ye & Chengsi Zhang, 2012. "Financial Crisis, Risk Perception And The Implied Volatility Transmission: A Cross-Region Study," Manchester School, University of Manchester, vol. 80, pages 92-120, September.

    Cited by:

    1. Yam Wing Siu, 2018. "Volatility Forecast by Volatility Index and Its Use as a Risk Management Tool Under a Value-at-Risk Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(02), pages 1-48, June.
    2. Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah, 2018. "Risk perception in financial markets: On the flip side," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 184-206.
    3. Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah, 2017. "The asymmetric relationship between returns and implied volatility: Evidence from global stock markets," Journal of Financial Stability, Elsevier, vol. 30(C), pages 156-174.

  3. Christina V. Atanasova & Jianhua Gang, 2008. "The Decline In The Volatility Of The Business Cycles In The Uk," Manchester School, University of Manchester, vol. 76(s1), pages 14-36, September.

    Cited by:

    1. Muhammad Ali Nasir & Junjie Wu & Milton Yago & Alaa M. Soliman, 2016. "Macroeconomic policy interaction: State dependency and implications for financial stability in UK: A systemic review," Cogent Business & Management, Taylor & Francis Journals, vol. 3(1), pages 1154283-115, December.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CNA: China (1) 2017-04-16
  2. NEP-MON: Monetary Economics (1) 2017-04-16

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