Access Statistics for Yang Hu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are there Bubbles in Exchange Rates? Some New Evidence from G10 and Emerging Markets Countries 0 0 3 85 0 0 4 247
Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic 0 0 0 58 1 1 9 243
Bubble Contagion: Evidence from Japan's Asset Price Bubble of the 1980-90s 0 0 0 113 1 4 7 292
Bubbles in US Regional House Prices: Evidence from House Price/Income Ratios at the State Level 0 0 0 126 0 5 9 270
Do 18th Century 'Bubbles' Survive the Scrutiny of 21st Century Time Series Econometrics? 0 0 0 107 1 2 4 172
Exuberance in British Share Prices during the Railway Mania of the 1840s: Evidence from the Phillips, Shi and Yu Test 0 0 0 90 0 0 2 152
Exuberance in Historical Stock Prices during the Mississippi and South Seas Bubble Episodes 0 1 1 79 1 2 3 113
Exuberance, Bubbles or Froth? Some Historical Results using Long Run House Price Data for Amsterdam, Norway and Paris 0 0 1 151 1 2 5 247
Spot and Futures Prices of Bitcoin: Causality, Cointegration and Price Discovery from a Time-Varying Perspective 0 0 2 75 2 6 17 193
Total Working Papers 0 1 7 884 7 22 60 1,929

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A review of Phillips‐type right‐tailed unit root bubble detection tests 2 2 5 11 4 7 13 32
An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event 0 0 0 4 1 2 6 24
Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic 0 1 2 10 3 7 17 71
Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies 0 0 1 45 2 3 9 159
Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic 0 2 2 9 0 3 6 47
Bitcoin forks: What drives the branches? 0 0 1 2 0 0 4 10
Bubble contagion: Evidence from Japan’s asset price bubble of the 1980-90s 1 5 11 66 5 13 36 316
Bubbles in US regional house prices: evidence from house price–income ratios at the State level 1 2 3 27 1 4 10 91
Connectedness and co-movement between dirty energy, clean energy and global COVOL 0 0 0 1 0 0 2 5
Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic 1 1 2 5 5 11 21 38
Did COVID-19 tourism sector supports alleviate investor fear? 1 1 1 3 1 3 4 8
Do 18th century ‘bubbles’ survive the scrutiny of 21st century time series econometrics? 0 0 0 17 1 1 6 102
Do financial innovations influence bank performance? Evidence from China 2 3 11 17 5 7 20 35
Does blockchain patent-development influence Bitcoin risk? 0 0 0 5 0 0 1 44
Dynamic return connectedness between commodities and travel & leisure ETFs: Investment strategies and portfolio implications 0 0 0 0 3 4 5 9
Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event 0 0 0 1 0 3 3 6
Exploring the use of emotional sentiment to understanding market response to unexpected corporate pivots 0 1 1 2 4 7 9 11
Financial contagion among COVID-19 concept-related stocks in China 0 0 0 1 1 1 1 13
Fintech and corporate risk-taking: Evidence from China 0 1 4 6 2 6 21 27
Fintech, bank diversification and liquidity: Evidence from China 0 2 7 13 1 9 28 61
Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets 0 0 4 7 1 6 22 31
Green bonds and traditional and emerging investments: Understanding connectedness during crises 0 0 3 4 0 1 14 20
Have crisis-induced banking supports influenced European bank performance, resilience and price discovery? 0 0 0 7 0 1 1 18
Isolating defensive corporate ESG effects: Evidence from purely domestic anti-COVID-19 measures 0 0 1 1 1 2 6 7
Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre 0 0 1 14 0 1 6 101
Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation 0 0 0 0 2 3 10 14
Role of precious metals in global risk dynamics: Exploring their impact from a connectedness approach 0 0 0 0 1 1 3 6
Seeking a shock haven: Hedging extreme upward oil price changes 0 0 0 0 2 4 6 8
Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants 0 0 2 2 0 2 8 9
The effects of negative reputational contagion on international airlines: The case of the Boeing 737-MAX disasters 1 3 9 27 4 8 34 105
The growth of oil futures in China: Evidence of market maturity through global crises 0 0 0 0 0 0 2 9
The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector 0 0 0 2 1 2 4 10
The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry 0 0 0 6 1 2 4 48
The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets 0 2 4 11 0 4 13 51
Volatility connectedness between global COVOL and major international volatility indices 0 0 1 3 1 5 11 26
Volatility spillovers during market supply shocks: The case of negative oil prices 0 0 0 3 0 0 2 16
We Reddit in a Forum: The Influence of Message Boards on Firm Stability 0 0 0 13 0 2 9 58
What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective? 0 0 0 5 2 3 5 32
Total Journal Articles 9 26 76 350 55 138 382 1,678

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08