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 1 2 5 13
Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis 0 0 2 17 0 0 8 66
Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective 1 2 4 48 4 5 13 225
Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach 0 0 0 5 1 1 2 62
Dependence structure among international stock markets: a GARCH--copula analysis 0 0 0 30 1 2 2 100
Dependence structure between CEEC-3 and German government securities markets 0 0 0 18 1 1 2 89
Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach 0 0 0 9 0 3 6 52
Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach 0 0 0 13 1 1 4 67
Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries 0 0 0 12 0 0 8 77
Determinants of the Long-Term Correlation between Crude Oil and Stock Markets 0 0 0 7 0 0 2 43
Do anticorruption efforts affect banking system stability? 0 1 1 7 0 2 5 37
Does Capital Account Liberalization Affect the Financial Stability: Evidence from China 0 0 1 39 0 0 4 105
Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis 0 0 2 39 0 0 7 162
Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises 0 0 0 24 0 0 0 99
EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets 0 0 1 20 0 0 1 72
Economic policy uncertainty and foreign exchange market implied volatility: A complex partial wavelet coherence approach 0 0 1 1 0 3 5 5
Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach 0 0 0 9 1 1 1 42
From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear? 0 0 3 3 0 3 10 10
Gold prices and exchange rates: a time-varying copula analysis 1 1 1 35 2 2 2 117
Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries 0 0 0 7 0 2 3 31
Housing market networks in China's major cities: a conditional causality approach 0 0 1 4 0 1 3 11
Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe 0 0 1 8 0 2 4 28
Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market 0 0 0 26 1 4 10 86
Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis 0 0 0 16 0 0 1 64
Interdependence of foreign exchange markets: A wavelet coherence analysis 1 1 4 35 5 7 16 203
Last hour momentum in the Chinese stock market 0 1 2 5 0 4 10 28
MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS 0 0 1 22 1 1 6 76
Market Sentiment and Investor Overreaction: Evidence from New York Listed Asian Country Exchange Traded Funds 0 0 1 10 0 0 7 35
Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas 0 0 0 19 1 1 5 92
Modeling the global sovereign credit network under climate change 0 0 0 7 4 5 8 28
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate 0 0 1 14 1 1 8 62
Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management 0 0 0 3 0 0 1 41
Network structures and idiosyncratic contagion in the European sovereign credit default swap market 0 0 0 5 1 2 8 36
Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk 0 0 0 5 0 0 4 14
REVISITING THE “PURE†OIL-EXCHANGE CO-MOVEMENT FROM A TIME-DOMAIN PERSPECTIVE 0 0 2 2 0 1 3 4
Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model 0 1 3 21 2 4 15 82
Shifting risk preferences of foreign institutional investors on corporate social responsibility amidst the U.S.-China trade war 0 0 3 3 0 2 9 9
Sovereign default network and currency risk premia 0 0 0 2 0 2 3 20
Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand 0 1 4 98 6 7 16 288
Systemic risk and economic policy uncertainty: International evidence from the crude oil market 0 0 1 30 2 2 13 114
Systemic risk and idiosyncratic networks among global systemically important banks 0 0 4 9 2 3 17 31
The Phillips Curve in the United States and Canada: A GARCHDCC Analysis 0 0 1 54 0 0 4 148
The role of the carbon market in relation to the cryptocurrency market: Only diversification or more? 0 0 0 20 2 3 5 57
This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market 0 0 0 27 1 1 1 150
What determines the long-term correlation between oil prices and exchange rates? 0 0 0 25 3 3 6 115
Total Journal Articles 3 8 45 816 44 84 273 3,296
2 registered items for which data could not be found
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Statistics updated 2025-11-08