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
Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis 1 2 7 11 1 3 21 36
Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective 1 1 12 36 3 5 58 156
Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach 0 0 0 4 1 1 6 57
Dependence structure among international stock markets: a GARCH--copula analysis 0 0 1 28 1 2 8 95
Dependence structure between CEEC-3 and German government securities markets 0 0 0 15 1 1 1 80
Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach 1 1 2 5 1 2 10 29
Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach 0 0 1 12 1 2 8 52
Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries 0 0 0 8 1 1 7 57
Determinants of the Long-Term Correlation between Crude Oil and Stock Markets 0 1 5 6 1 3 9 34
Do anticorruption efforts affect banking system stability? 0 0 0 5 2 2 6 22
Does Capital Account Liberalization Affect the Financial Stability: Evidence from China 0 0 0 37 0 2 6 96
Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis 1 1 4 32 1 4 23 138
Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises 0 0 0 24 1 1 3 95
EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets 1 1 1 17 2 2 3 69
Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach 0 0 8 8 0 0 24 32
Gold prices and exchange rates: a time-varying copula analysis 0 1 1 33 1 2 4 110
Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries 0 0 1 6 0 1 3 24
Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe 0 0 0 0 2 4 4 4
Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market 0 3 4 4 3 15 16 16
Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis 0 0 1 13 0 0 2 58
Interdependence of foreign exchange markets: A wavelet coherence analysis 0 0 3 23 1 6 36 143
MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS 0 1 3 18 0 3 6 64
Market Sentiment and Investor Overreaction: Evidence from New York Listed Asian Country Exchange Traded Funds 0 0 2 6 1 1 7 20
Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas 0 0 1 18 1 1 7 82
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate 0 0 1 11 0 1 10 50
Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management 0 0 0 2 0 0 4 34
Network structures and idiosyncratic contagion in the European sovereign credit default swap market 0 1 3 3 1 4 13 20
Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand 1 3 6 87 3 7 17 241
Systemic risk and economic policy uncertainty: International evidence from the crude oil market 2 6 15 19 5 12 51 60
The Phillips Curve in the United States and Canada: A GARCHDCC Analysis 0 0 0 47 1 1 4 136
The role of the carbon market in relation to the cryptocurrency market: Only diversification or more? 1 4 8 8 4 8 22 22
This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market 0 0 1 27 1 3 11 149
What determines the long-term correlation between oil prices and exchange rates? 0 0 3 24 0 3 13 101
Total Journal Articles 9 26 94 597 41 103 423 2,382


Statistics updated 2022-06-07