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 0 10 20
Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis 0 0 1 17 2 4 12 76
Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective 0 0 2 48 3 6 20 238
Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach 0 0 0 5 1 2 8 69
Dependence structure among international stock markets: a GARCH--copula analysis 0 0 0 30 2 4 9 107
Dependence structure between CEEC-3 and German government securities markets 0 1 1 19 0 2 8 95
Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach 0 0 2 11 3 3 18 65
Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach 0 0 0 13 1 4 11 76
Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries 1 1 2 14 1 5 10 86
Determinants of the Long-Term Correlation between Crude Oil and Stock Markets 0 0 1 8 2 6 14 57
Do anticorruption efforts affect banking system stability? 1 1 2 8 2 3 9 43
Does Capital Account Liberalization Affect the Financial Stability: Evidence from China 0 0 0 39 5 8 10 114
Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis 0 0 0 39 0 4 9 169
Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises 0 0 0 24 1 3 3 102
EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets 0 0 0 20 4 5 11 83
Economic policy uncertainty and foreign exchange market implied volatility: A complex partial wavelet coherence approach 1 1 5 5 2 7 25 25
Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach 0 1 1 10 1 5 12 53
From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear? 0 0 5 6 3 9 28 30
Gold prices and exchange rates: a time-varying copula analysis 0 0 1 35 0 5 11 126
Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries 0 0 0 7 0 3 9 38
Housing market networks in China's major cities: a conditional causality approach 0 0 0 4 1 2 5 15
Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe 0 0 0 8 1 1 10 36
Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market 0 0 0 26 5 10 31 111
Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis 0 0 0 16 3 3 8 71
Interdependence of foreign exchange markets: A wavelet coherence analysis 0 1 5 37 1 12 29 221
Last hour momentum in the Chinese stock market 0 0 1 5 7 15 29 50
MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS 0 0 2 24 3 7 16 91
Market Sentiment and Investor Overreaction: Evidence from New York Listed Asian Country Exchange Traded Funds 0 0 0 10 3 3 9 43
Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas 0 0 0 19 2 4 11 101
Modeling the global sovereign credit network under climate change 0 0 1 8 6 11 24 46
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate 0 0 1 15 5 12 21 79
Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management 0 0 0 3 2 4 7 47
Network structures and idiosyncratic contagion in the European sovereign credit default swap market 0 0 0 5 1 3 14 44
Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk 0 0 0 5 4 5 11 25
REVISITING THE “PURE†OIL-EXCHANGE CO-MOVEMENT FROM A TIME-DOMAIN PERSPECTIVE 0 0 1 2 3 3 8 10
Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model 0 0 3 22 10 18 30 105
Shifting risk preferences of foreign institutional investors on corporate social responsibility amidst the U.S.-China trade war 0 0 5 5 5 8 24 24
Sovereign default network and currency risk premia 0 0 0 2 3 7 13 31
Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand 0 1 4 99 3 8 25 303
Systemic risk and economic policy uncertainty: International evidence from the crude oil market 1 1 3 32 9 12 32 138
Systemic risk and idiosyncratic networks among global systemically important banks 0 2 5 13 7 16 35 60
The Phillips Curve in the United States and Canada: A GARCHDCC Analysis 0 0 0 54 2 2 4 152
The role of the carbon market in relation to the cryptocurrency market: Only diversification or more? 0 0 0 20 1 4 14 67
This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market 0 0 0 27 0 0 4 153
What determines the long-term correlation between oil prices and exchange rates? 0 0 0 25 6 10 16 126
Total Journal Articles 4 10 54 847 126 268 677 3,821
2 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Solving Spatial Constraints with Generalized Distance Geometry 0 0 0 0 3 3 4 4
Total Chapters 0 0 0 0 3 3 4 4

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Statistics updated 2026-05-06