Ke Chen

Is gold a hedge and safe haven for stock market?

Meng Wang, Ke Chen, 2018, Applied Economics Letters.

Financial crises contagions and its inhibitions: A view of differential dynamical system

Feng Yao, Y. Ying, Ke Chen, 2010, 2010 7th International Conference on Service Systems and Service Management.

Consistent Pricing and Hedging Volatility Derivatives with Two Volatility Surfaces

S. Poon, Ke Chen, 2013 .

The Reality of Stock Market Jumps Diversification (with Internet Appendix)

S. Poon, S. Hyde, Luiz Vitiello, 2017, Journal of International Money and Finance.

Systemic Risk: the Effect of Market Confidence

Maxim Bichuch, Ke Chen, 2020, International Journal of Theoretical and Applied Finance.

Essays on stochastic volatility and jumps

Ke Chen, 2013 .

Variance Swap Premium under Stochastic Volatility and Self-Exciting Jumps

Ke Chen, Ser-Huang Poon, S. Poon, 2013 .

Working Paper Series Consistent Pricing and Hedging Volatility Derivativ es with Two Volatility Surfaces

S. Poon, Ke Chen, 2013 .

Jump Mis-Specification and International Portfolio Selection

S. Poon, Luiz Vitiello, Ke Chen, 2013 .