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 1 3 1 2 5 10
Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis 0 0 1 15 0 2 11 63
Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective 0 1 3 46 0 3 11 218
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 0 18 0 0 0 87
Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach 0 0 2 9 1 1 6 47
Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach 0 0 0 13 2 2 3 65
Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries 0 0 0 12 0 0 8 76
Determinants of the Long-Term Correlation between Crude Oil and Stock Markets 0 0 0 7 0 1 2 43
Do anticorruption efforts affect banking system stability? 0 0 0 6 1 1 6 34
Does Capital Account Liberalization Affect the Financial Stability: Evidence from China 0 0 1 39 0 1 5 104
Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis 1 1 1 38 1 2 6 159
Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises 0 0 0 24 0 0 1 99
EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets 0 0 1 19 0 0 1 71
Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach 0 0 1 9 0 0 2 41
From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear? 1 1 1 1 1 2 2 2
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 1 1 29
Housing market networks in China's major cities: a conditional causality approach 0 0 1 4 0 1 3 10
Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe 1 1 1 8 1 1 5 26
Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market 0 0 3 26 1 3 10 80
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 0 4 32 1 2 12 192
Last hour momentum in the Chinese stock market 0 0 1 4 1 1 9 21
MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS 0 1 1 22 0 4 5 75
Market Sentiment and Investor Overreaction: Evidence from New York Listed Asian Country Exchange Traded Funds 0 0 2 9 1 2 10 33
Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas 0 0 0 19 0 2 5 90
Modeling the global sovereign credit network under climate change 0 0 2 7 0 2 9 22
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate 0 0 1 14 1 1 5 58
Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management 0 0 0 3 0 0 0 40
Network structures and idiosyncratic contagion in the European sovereign credit default swap market 0 0 0 5 1 1 2 29
Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk 0 0 1 5 1 3 8 14
REVISITING THE “PURE†OIL-EXCHANGE CO-MOVEMENT FROM A TIME-DOMAIN PERSPECTIVE 0 1 1 1 0 1 2 2
Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model 0 0 5 19 1 4 15 73
Sovereign default network and currency risk premia 0 0 0 2 0 1 5 18
Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand 0 1 2 95 0 4 15 277
Systemic risk and economic policy uncertainty: International evidence from the crude oil market 0 0 1 29 0 2 9 103
Systemic risk and idiosyncratic networks among global systemically important banks 0 0 5 7 0 4 19 23
The Phillips Curve in the United States and Canada: A GARCHDCC Analysis 0 0 1 53 1 2 3 146
The role of the carbon market in relation to the cryptocurrency market: Only diversification or more? 0 0 1 20 0 0 3 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 2 110
Total Journal Articles 3 7 46 787 17 60 227 3,128
2 registered items for which data could not be found
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Statistics updated 2025-04-04