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 0 4 11 20
Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis 0 0 2 17 0 5 9 72
Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective 0 0 2 48 1 4 15 233
Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach 0 0 0 5 0 5 7 67
Dependence structure among international stock markets: a GARCH--copula analysis 0 0 0 30 0 3 5 103
Dependence structure between CEEC-3 and German government securities markets 1 1 1 19 1 5 7 94
Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach 0 1 2 11 0 9 16 62
Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach 0 0 0 13 2 6 11 74
Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries 0 0 1 13 2 4 7 83
Determinants of the Long-Term Correlation between Crude Oil and Stock Markets 0 1 1 8 0 8 8 51
Do anticorruption efforts affect banking system stability? 0 0 1 7 1 3 8 41
Does Capital Account Liberalization Affect the Financial Stability: Evidence from China 0 0 0 39 3 4 5 109
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 2 7 165
Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises 0 0 0 24 2 2 2 101
EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets 0 0 1 20 0 4 7 78
Economic policy uncertainty and foreign exchange market implied volatility: A complex partial wavelet coherence approach 0 3 4 4 1 13 19 19
Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach 1 1 1 10 3 9 10 51
From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear? 0 3 6 6 5 16 25 26
Gold prices and exchange rates: a time-varying copula analysis 0 0 1 35 0 3 6 121
Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries 0 0 0 7 1 4 7 36
Housing market networks in China's major cities: a conditional causality approach 0 0 0 4 1 3 4 14
Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe 0 0 1 8 0 4 10 35
Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market 0 0 0 26 4 15 26 105
Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis 0 0 0 16 0 4 5 68
Interdependence of foreign exchange markets: A wavelet coherence analysis 0 0 4 36 0 5 18 209
Last hour momentum in the Chinese stock market 0 0 1 5 1 8 16 36
MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS 0 2 2 24 3 7 12 87
Market Sentiment and Investor Overreaction: Evidence from New York Listed Asian Country Exchange Traded Funds 0 0 1 10 0 3 8 40
Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas 0 0 0 19 1 6 8 98
Modeling the global sovereign credit network under climate change 0 1 1 8 3 9 16 38
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate 0 0 1 15 5 9 15 72
Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management 0 0 0 3 1 3 4 44
Network structures and idiosyncratic contagion in the European sovereign credit default swap market 0 0 0 5 1 2 14 42
Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk 0 0 0 5 1 7 8 21
REVISITING THE “PURE†OIL-EXCHANGE CO-MOVEMENT FROM A TIME-DOMAIN PERSPECTIVE 0 0 1 2 0 3 5 7
Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model 0 1 3 22 2 7 17 89
Shifting risk preferences of foreign institutional investors on corporate social responsibility amidst the U.S.-China trade war 0 1 5 5 1 6 17 17
Sovereign default network and currency risk premia 0 0 0 2 0 3 6 24
Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand 0 0 3 98 3 9 21 298
Systemic risk and economic policy uncertainty: International evidence from the crude oil market 0 1 2 31 2 14 25 128
Systemic risk and idiosyncratic networks among global systemically important banks 1 2 5 12 6 14 27 50
The Phillips Curve in the United States and Canada: A GARCHDCC Analysis 0 0 1 54 0 2 5 150
The role of the carbon market in relation to the cryptocurrency market: Only diversification or more? 0 0 0 20 2 6 12 65
This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market 0 0 0 27 0 3 4 153
What determines the long-term correlation between oil prices and exchange rates? 0 0 0 25 3 3 9 119
Total Journal Articles 3 18 56 840 62 268 504 3,615
2 registered items for which data could not be found
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Statistics updated 2026-03-04