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 2 3 0 1 4 8
Analyzing the Role of High-Tech Industrial Agglomeration in Green Transformation and Upgrading of Manufacturing Industry: the Case of China 1 2 6 6 2 5 20 20
Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis 0 0 1 15 3 3 11 61
Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective 1 1 4 45 3 6 15 215
Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach 0 0 0 5 0 0 0 60
Dependence structure among international stock markets: a GARCH--copula analysis 0 0 1 30 0 0 1 98
Dependence structure between CEEC-3 and German government securities markets 0 0 1 18 0 0 2 87
Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach 0 0 3 9 0 1 7 46
Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach 0 0 0 13 0 0 2 63
Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries 0 0 2 12 7 7 11 76
Determinants of the Long-Term Correlation between Crude Oil and Stock Markets 0 0 0 7 1 1 1 42
Do anticorruption efforts affect banking system stability? 0 0 0 6 0 1 5 32
Does Capital Account Liberalization Affect the Financial Stability: Evidence from China 0 0 1 38 1 3 5 102
Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis 0 0 0 37 0 2 4 155
Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises 0 0 0 24 0 0 3 99
EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets 0 1 2 19 0 1 2 71
Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach 0 0 1 9 0 1 3 41
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 28
Housing market networks in China's major cities: a conditional causality approach 0 0 2 3 0 1 3 8
Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe 0 0 2 7 0 1 6 24
Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market 0 0 3 26 0 0 9 76
Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis 0 0 0 16 0 0 0 63
Interdependence of foreign exchange markets: A wavelet coherence analysis 0 1 4 31 2 5 11 189
Last hour momentum in the Chinese stock market 1 1 2 4 1 5 8 19
MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS 0 0 2 21 0 0 4 70
Market Sentiment and Investor Overreaction: Evidence from New York Listed Asian Country Exchange Traded Funds 0 0 2 9 2 4 8 30
Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas 0 0 1 19 1 2 4 88
Modeling the global sovereign credit network under climate change 0 1 2 7 0 4 9 20
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate 1 1 1 14 3 4 4 57
Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management 0 0 0 3 0 0 1 40
Network structures and idiosyncratic contagion in the European sovereign credit default swap market 0 0 0 5 0 0 2 28
Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk 0 0 1 5 1 2 6 11
Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model 0 0 7 18 1 2 20 68
Sovereign default network and currency risk premia 0 0 0 2 0 3 6 17
Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand 0 0 1 94 1 3 16 273
Systemic risk and economic policy uncertainty: International evidence from the crude oil market 0 0 5 29 0 3 12 101
Systemic risk and idiosyncratic networks among global systemically important banks 1 2 6 6 3 9 17 17
The Phillips Curve in the United States and Canada: A GARCHDCC Analysis 0 0 3 53 0 0 3 144
The role of the carbon market in relation to the cryptocurrency market: Only diversification or more? 0 0 3 20 1 2 8 53
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 1 2 109
Total Journal Articles 5 10 71 781 33 83 256 3,073
2 registered items for which data could not be found


Statistics updated 2024-12-04