Author Page for Ai Jun Hou

Pricing Cryptocurrency Options: The Case of Bitcoin and CRIX

Number of pages: 46 Posted: 27 Apr 2018 Last Revised: 13 Jul 2019

Ai Jun Hou, Weining Wang, Weining Wang, Cathy Yi‐Hsuan Chen and Wolfgang Karl Härdle

Stockholm University, University of Yorkaffiliation not provided to SSRN, University of Glasgow, Adam Smith Business School and Blockchain Research Center Humboldt-Universität zu Berlin

Downloads 1,671 (19,923)

Citation 15

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VIX Futures Calendar Spreads

Number of pages: 44 Posted: 16 May 2017

Ai Jun Hou and Lars L. Norden

Stockholm University and Stockholm University - Stockholm Business School

Downloads 1,293 (29,328)

Citation 3

Abstract:

3.

Commodity Inflation Risk Premium and Stock Market Returns

2022 University of Rochester Conference in Econometrics, Paris December Finance Meeting 2022, 2023 Annual Meeting of the Swiss Society for Financial Market Research (SGF), FMA Annual Meeting 2022, FMA-Europe 2022, CFE Berlin 2023, EFMA 2022, Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2022

Number of pages: 106 Posted: 21 Sep 2022 Last Revised: 27 Mar 2024

Ai Jun Hou, Emmanouil Platanakis, Xiaoxia Ye and Guofu Zhou

Stockholm University, University of Bath - School of Management, University of Exeter Business School - Department of Finance and Washington University in St. Louis - John M. Olin Business School

Downloads 1,163 (34,210)

Citation 1

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4.

The Effect of Uncertainty on Volatility and Correlation

Number of pages: 38 Posted: 22 Mar 2018 Last Revised: 18 May 2023

Hossein Asgharian, Charlotte Christiansen and Ai Jun Hou

Lund University - Department of Economics; Knut Wicksell Centre for Financial Studies, Aarhus University - CREATES and Stockholm University

Downloads 811 (56,543)

Citation 4

Abstract:

5.

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

Number of pages: 38 Posted: 12 Apr 2014 Last Revised: 04 Nov 2015

Hossein Asgharian, Charlotte Christiansen and Ai Jun Hou

Lund University - Department of Economics; Knut Wicksell Centre for Financial Studies, Aarhus University - CREATES and Stockholm University

Downloads 442 (121,405)

Citation 12

Abstract:

6.

Effects of Macroeconomic Uncertainty on the Stock and Bond Markets

Number of pages: 14 Posted: 24 Mar 2015 Last Revised: 26 Mar 2015

Hossein Asgharian, Charlotte Christiansen and Ai Jun Hou

Lund University - Department of Economics; Knut Wicksell Centre for Financial Studies, Aarhus University - CREATES and Stockholm University

Downloads 259 (216,463)

Citation 4

Abstract:

7.

Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing

Number of pages: 37 Posted: 05 Oct 2017 Last Revised: 16 Aug 2021

Hossein Asgharian, Charlotte Christiansen, Ai Jun Hou, Weining Wang and Weining Wang

Lund University - Department of Economics; Knut Wicksell Centre for Financial Studies, Aarhus University - CREATES, Stockholm University and University of Yorkaffiliation not provided to SSRN

Downloads 209 (266,043)

Abstract:

8.

Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation

Number of pages: 58 Posted: 04 Oct 2016 Last Revised: 29 Jun 2020

Hossein Asgharian, Charlotte Christiansen, Rangan Gupta and Ai Jun Hou

Lund University - Department of Economics; Knut Wicksell Centre for Financial Studies, Aarhus University - CREATES, University of Pretoria - Department of Economics and Stockholm University

Downloads 208 (267,241)

Citation 1

Abstract:

9.

The Trade Imbalance Network and Currency Returns

Number of pages: 57 Posted: 09 Aug 2023 Last Revised: 25 Oct 2023

Ai Jun Hou, Lucio Sarno and Xiaoxia Ye

Stockholm University, University of Cambridge - Judge Business School and University of Exeter Business School - Department of Finance

Downloads 193 (285,932)

Abstract:

10.

EMU Equity Markets’ Return Variance and Spill Over Effects from Short-Term Interest Rates

Number of pages: 43 Posted: 09 Mar 2010 Last Revised: 19 Jun 2010

Ai Jun Hou

Stockholm University

Downloads 188 (292,923)

Abstract:

11.

Asymmetry Effects in Chinese Stock Markets Volatility: A Generalized Additive Nonparametric Approach

Midwest Finance Association Conference, USA, February 2010

Number of pages: 35 Posted: 24 Nov 2009 Last Revised: 16 Mar 2010

Ai Jun Hou

Stockholm University

Downloads 175 (312,001)

Citation 1

Abstract:

12.

Modelling and Forecasting Short-Term Interest Rate Volatility: A Semiparametric Approach

Downloads 138 (379,901)

2

Modelling and Forecasting Short-Term Interest Rate Volatility: A Semiparametric Approach

Number of pages: 38 Posted: 20 Nov 2009 Last Revised: 25 Nov 2009

Ai Jun Hou and Sandy Suardi

Stockholm University and La Trobe University

Downloads 138 (380,638)

Abstract:

Modelling and Forecasting Short-Term Interest Rate Volatility: A Semiparametric Approach

Journal of Empirical Finance, Vol. 18, No. 4, 2011

Posted: 25 Apr 2012

Ai Jun Hou and Sandy Suardi

Stockholm University and University of Wollongong

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13.

Futures Trading Costs and Market Microstructure Invariance: Identifying Bet Activity

Number of pages: 49 Posted: 28 Dec 2022

Ai Jun Hou, Lars L. Norden and Caihong Xu

Stockholm University, Stockholm University - Stockholm Business School and Stockholm University - Stockholm Business School

Downloads 108 (457,388)

Abstract:

14.

Global Trade Network and Term Premia Dynamics

Number of pages: 58 Posted: 12 Aug 2022 Last Revised: 11 Feb 2024

Ai Jun Hou, Caihong Xu and Xiaoxia Ye

Stockholm University, Stockholm University - Stockholm Business School and University of Exeter Business School - Department of Finance

Downloads 95 (499,431)

Abstract:

15.

Determinants of Time Varying Co-Movements Among International Stock Markets During Crisis and Non-Crisis Periods

Journal of Financial Stability, 2016

Number of pages: 24 Posted: 14 Mar 2016

Mobarek Asma, Mobarek Asma, Yaz Gulnur Muradoglu, Yaz Gulnur Muradoglu, Sabur Mollah and Ai Jun Hou

Stockholm Business SchoolStockholm Business School, City University London - The Business SchoolQueen Mary University of London, Sheffield University Management School, University of Sheffield and Stockholm University

Downloads 82 (547,206)

Citation 6

Abstract:

16.

Spillover Effects of Monetary Policy and Information Shocks

Number of pages: 18 Posted: 05 Oct 2023 Last Revised: 02 Apr 2024

Ai Jun Hou, Ian Khrashchevskyi, Sandy Suardi and Caihong Xu

Stockholm University, Stockholm Business School, Stockholm University, University of Wollongong and Stockholm University - Stockholm Business School

Downloads 23 (911,856)

Abstract:

17.

Do Oil Price Forecast Disagreement of Survey of Professional Forecasters Predict Crude Oil Return Volatility?

Number of pages: 32 Posted: 17 Jan 2024

Anton Hasselgren, Ai Jun Hou, Sandy Suardi, Caihong Xu and Xiaoxia Ye

Jönköping International Business School - Jönköping University, Stockholm University, University of Wollongong, Stockholm University - Stockholm Business School and University of Exeter Business School - Department of Finance

Downloads 20 (940,839)

Abstract:

18.

A Nonparametric Model of Crude Oil Price Return Volatility

Energy Economics, Vol. 34, 2012

Posted: 28 Apr 2012

Ai Jun Hou and Sandy Suardi

Stockholm University and University of Wollongong

Ai Jun Hou

Stockholm University

Associate Professor

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Scholarly Papers (18)

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