Access Statistics for Lu Yang

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Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multiple Timescales Conditional Causal Analysis on the Carbon-Energy Relationship: Evidence from European and Emerging Markets 0 0 0 3 0 1 4 11
Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis 1 1 2 17 1 2 8 66
Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective 0 0 2 46 0 2 12 220
Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach 0 0 0 5 0 0 1 61
Dependence structure among international stock markets: a GARCH--copula analysis 0 0 0 30 0 0 0 98
Dependence structure between CEEC-3 and German government securities markets 0 0 0 18 1 1 1 88
Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach 0 0 1 9 1 2 5 49
Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach 0 0 0 13 0 1 3 66
Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries 0 0 0 12 0 1 8 77
Determinants of the Long-Term Correlation between Crude Oil and Stock Markets 0 0 0 7 0 0 2 43
Do anticorruption efforts affect banking system stability? 0 0 0 6 1 1 5 35
Does Capital Account Liberalization Affect the Financial Stability: Evidence from China 0 0 1 39 0 1 6 105
Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis 0 0 2 39 0 2 9 162
Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises 0 0 0 24 0 0 0 99
EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets 0 0 2 20 0 0 2 72
Economic policy uncertainty and foreign exchange market implied volatility: A complex partial wavelet coherence approach 1 1 1 1 1 2 2 2
Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach 0 0 0 9 0 0 1 41
From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear? 0 2 3 3 1 5 7 7
Gold prices and exchange rates: a time-varying copula analysis 0 0 0 34 0 0 0 115
Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries 0 0 0 7 0 0 1 29
Housing market networks in China's major cities: a conditional causality approach 0 0 1 4 0 0 3 10
Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe 0 0 1 8 0 0 3 26
Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market 0 0 0 26 0 2 6 82
Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis 0 0 0 16 0 1 1 64
Interdependence of foreign exchange markets: A wavelet coherence analysis 0 2 5 34 1 4 13 196
Last hour momentum in the Chinese stock market 0 0 1 4 1 3 10 24
MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS 0 0 1 22 0 0 5 75
Market Sentiment and Investor Overreaction: Evidence from New York Listed Asian Country Exchange Traded Funds 0 0 1 10 1 1 9 35
Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas 0 0 0 19 1 1 5 91
Modeling the global sovereign credit network under climate change 0 0 1 7 1 1 7 23
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate 0 0 1 14 0 3 8 61
Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management 0 0 0 3 0 1 1 41
Network structures and idiosyncratic contagion in the European sovereign credit default swap market 0 0 0 5 0 4 7 34
Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk 0 0 0 5 0 0 5 14
REVISITING THE “PURE†OIL-EXCHANGE CO-MOVEMENT FROM A TIME-DOMAIN PERSPECTIVE 1 1 2 2 1 1 3 3
Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model 1 1 2 20 1 3 12 78
Shifting risk preferences of foreign institutional investors on corporate social responsibility amidst the U.S.-China trade war 0 3 3 3 1 7 7 7
Sovereign default network and currency risk premia 0 0 0 2 0 0 4 18
Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand 0 2 3 97 0 3 11 281
Systemic risk and economic policy uncertainty: International evidence from the crude oil market 1 1 1 30 2 6 14 112
Systemic risk and idiosyncratic networks among global systemically important banks 0 1 5 9 2 3 20 28
The Phillips Curve in the United States and Canada: A GARCHDCC Analysis 0 0 1 54 0 0 4 148
The role of the carbon market in relation to the cryptocurrency market: Only diversification or more? 0 0 0 20 0 1 3 54
This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market 0 0 0 27 0 0 0 149
What determines the long-term correlation between oil prices and exchange rates? 0 0 0 25 1 2 4 112
Total Journal Articles 5 15 43 808 19 68 242 3,212
2 registered items for which data could not be found
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Statistics updated 2025-08-05