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 1 1 1 4 1 1 11 21
Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis 0 0 1 17 0 4 11 76
Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective 0 0 2 48 0 5 19 238
Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach 0 0 0 5 1 3 9 70
Dependence structure among international stock markets: a GARCH--copula analysis 0 0 0 30 0 4 9 107
Dependence structure between CEEC-3 and German government securities markets 0 0 1 19 3 4 11 98
Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach 0 0 2 11 1 4 19 66
Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach 0 0 0 13 0 2 11 76
Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries 0 1 2 14 1 4 11 87
Determinants of the Long-Term Correlation between Crude Oil and Stock Markets 0 0 1 8 0 6 14 57
Do anticorruption efforts affect banking system stability? 0 1 2 8 0 2 9 43
Does Capital Account Liberalization Affect the Financial Stability: Evidence from China 0 0 0 39 0 5 9 114
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 1 5 10 170
Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises 0 0 0 24 0 1 3 102
EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets 0 0 0 20 2 7 13 85
Economic policy uncertainty and foreign exchange market implied volatility: A complex partial wavelet coherence approach 0 1 5 5 0 6 25 25
Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach 1 1 2 11 2 4 14 55
From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear? 0 0 5 6 5 9 33 35
Gold prices and exchange rates: a time-varying copula analysis 0 0 1 35 1 6 12 127
Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries 0 0 0 7 0 2 9 38
Housing market networks in China's major cities: a conditional causality approach 0 0 0 4 0 1 5 15
Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe 0 0 0 8 2 3 12 38
Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market 1 1 1 27 2 8 31 113
Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis 0 0 0 16 0 3 7 71
Interdependence of foreign exchange markets: A wavelet coherence analysis 0 1 5 37 0 12 28 221
Last hour momentum in the Chinese stock market 0 0 1 5 5 19 33 55
MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS 1 1 3 25 1 5 17 92
Market Sentiment and Investor Overreaction: Evidence from New York Listed Asian Country Exchange Traded Funds 0 0 0 10 2 5 11 45
Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas 0 0 0 19 2 5 13 103
Modeling the global sovereign credit network under climate change 0 0 1 8 1 9 25 47
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate 0 0 1 15 1 8 22 80
Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management 0 0 0 3 0 3 6 47
Network structures and idiosyncratic contagion in the European sovereign credit default swap market 0 0 0 5 1 3 12 45
Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk 0 0 0 5 0 4 11 25
REVISITING THE “PURE†OIL-EXCHANGE CO-MOVEMENT FROM A TIME-DOMAIN PERSPECTIVE 0 0 1 2 0 3 8 10
Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model 0 0 3 22 2 18 30 107
Shifting risk preferences of foreign institutional investors on corporate social responsibility amidst the U.S.-China trade war 0 0 3 5 0 7 20 24
Sovereign default network and currency risk premia 0 0 0 2 2 9 15 33
Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand 0 1 3 99 0 5 24 303
Systemic risk and economic policy uncertainty: International evidence from the crude oil market 0 1 3 32 0 10 32 138
Systemic risk and idiosyncratic networks among global systemically important banks 0 1 4 13 0 10 34 60
The Phillips Curve in the United States and Canada: A GARCHDCC Analysis 0 0 0 54 0 2 4 152
The role of the carbon market in relation to the cryptocurrency market: Only diversification or more? 0 0 0 20 0 2 13 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 1 8 17 127
Total Journal Articles 4 11 54 851 40 246 696 3,861
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 0 3 4 4
Total Chapters 0 0 0 0 0 3 4 4

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Statistics updated 2026-06-04