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
Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis 0 0 0 0 0 2 2 2
Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective 2 6 11 12 4 20 44 46
Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach 0 0 0 4 3 6 10 47
Dependence structure among international stock markets: a GARCH--copula analysis 0 0 3 27 0 1 9 83
Dependence structure between CEEC-3 and German government securities markets 0 0 0 15 0 0 7 76
Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach 0 1 1 1 1 4 4 4
Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach 1 1 3 10 1 2 22 41
Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries 0 0 2 8 5 7 21 45
Determinants of the Long-Term Correlation between Crude Oil and Stock Markets 0 1 1 1 1 5 13 13
Do anticorruption efforts affect banking system stability? 0 0 2 4 0 1 8 14
Does Capital Account Liberalization Affect the Financial Stability: Evidence from China 0 0 1 33 1 1 4 85
Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis 0 2 5 21 0 7 32 89
Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises 1 1 1 23 2 2 5 90
EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets 0 0 0 16 0 0 1 63
Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach 0 0 0 0 2 2 2 2
Gold prices and exchange rates: a time-varying copula analysis 0 1 5 32 2 4 19 105
Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries 0 0 1 4 0 0 4 17
Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis 1 1 1 12 1 3 9 56
Interdependence of foreign exchange markets: A wavelet coherence analysis 2 2 4 18 3 3 17 92
MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS 0 1 5 12 4 8 24 50
Market Sentiment and Investor Overreaction: Evidence from New York Listed Asian Country Exchange Traded Funds 0 0 1 2 0 0 6 9
Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas 0 1 4 16 0 2 12 73
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate 0 2 8 9 1 4 20 32
Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management 0 0 2 2 1 10 21 21
Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand 0 1 5 77 0 4 21 200
The Phillips Curve in the United States and Canada: A GARCHDCC Analysis 0 0 0 46 1 3 6 124
This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market 0 0 1 25 0 0 2 132
What determines the long-term correlation between oil prices and exchange rates? 0 0 5 20 0 1 16 74
Total Journal Articles 7 21 72 450 33 102 361 1,685


Statistics updated 2020-09-04