Access Statistics for Lu Yang

Author contact details at EconPapers.

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 0 1 2 17 0 1 8 66
Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective 0 0 2 46 0 1 11 220
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 1 1 1 99
Dependence structure between CEEC-3 and German government securities markets 0 0 0 18 0 1 1 88
Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach 0 0 0 9 1 3 5 50
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 0 1 4 35
Does Capital Account Liberalization Affect the Financial Stability: Evidence from China 0 0 1 39 0 0 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 0 1 1 1 3 5 5 5
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 6 8 8
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 1 1 2 30
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 1 1 4 27
Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market 0 0 0 26 3 3 9 85
Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis 0 0 0 16 0 0 1 64
Interdependence of foreign exchange markets: A wavelet coherence analysis 0 2 4 34 0 3 12 196
Last hour momentum in the Chinese stock market 1 1 2 5 3 5 13 27
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 0 1 9 35
Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas 0 0 0 19 0 1 5 91
Modeling the global sovereign credit network under climate change 0 0 1 7 1 2 8 24
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 0 1 41
Network structures and idiosyncratic contagion in the European sovereign credit default swap market 0 0 0 5 1 2 7 35
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 0 1 2 2 1 2 4 4
Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model 0 1 2 20 1 2 13 79
Shifting risk preferences of foreign institutional investors on corporate social responsibility amidst the U.S.-China trade war 0 1 3 3 2 5 9 9
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 1 3 97 0 2 11 281
Systemic risk and economic policy uncertainty: International evidence from the crude oil market 0 1 1 30 0 6 14 112
Systemic risk and idiosyncratic networks among global systemically important banks 0 0 5 9 0 2 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 0 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 0 2 4 112
Total Journal Articles 1 12 42 809 20 67 257 3,232
2 registered items for which data could not be found
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 2025-09-05