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 3 7 11 19
Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis 0 0 2 17 3 4 9 70
Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective 0 1 3 48 2 10 16 231
Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach 0 0 0 5 1 2 3 63
Dependence structure among international stock markets: a GARCH--copula analysis 0 0 0 30 1 2 3 101
Dependence structure between CEEC-3 and German government securities markets 0 0 0 18 3 4 5 92
Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach 1 2 2 11 3 4 10 56
Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach 0 0 0 13 2 4 7 70
Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries 0 1 1 13 1 3 4 80
Determinants of the Long-Term Correlation between Crude Oil and Stock Markets 0 0 0 7 2 2 3 45
Do anticorruption efforts affect banking system stability? 0 0 1 7 1 2 6 39
Does Capital Account Liberalization Affect the Financial Stability: Evidence from China 0 0 0 39 1 1 3 106
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 1 6 163
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 3 5 6 77
Economic policy uncertainty and foreign exchange market implied volatility: A complex partial wavelet coherence approach 3 3 4 4 5 6 11 11
Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach 0 0 0 9 5 6 6 47
From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear? 2 2 5 5 7 7 17 17
Gold prices and exchange rates: a time-varying copula analysis 0 1 1 35 2 5 5 120
Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries 0 0 0 7 0 1 4 32
Housing market networks in China's major cities: a conditional causality approach 0 0 0 4 1 1 3 12
Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe 0 0 1 8 1 4 7 32
Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market 0 0 0 26 4 9 17 94
Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis 0 0 0 16 1 1 2 65
Interdependence of foreign exchange markets: A wavelet coherence analysis 0 2 4 36 2 8 16 206
Last hour momentum in the Chinese stock market 0 0 1 5 5 5 13 33
MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS 2 2 3 24 3 8 12 83
Market Sentiment and Investor Overreaction: Evidence from New York Listed Asian Country Exchange Traded Funds 0 0 1 10 0 2 6 37
Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas 0 0 0 19 2 3 6 94
Modeling the global sovereign credit network under climate change 1 1 1 8 1 6 10 30
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate 0 1 1 15 2 4 8 65
Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management 0 0 0 3 2 2 3 43
Network structures and idiosyncratic contagion in the European sovereign credit default swap market 0 0 0 5 1 6 13 41
Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk 0 0 0 5 1 1 4 15
REVISITING THE “PURE†OIL-EXCHANGE CO-MOVEMENT FROM A TIME-DOMAIN PERSPECTIVE 0 0 2 2 2 2 5 6
Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model 1 1 3 22 1 3 14 83
Shifting risk preferences of foreign institutional investors on corporate social responsibility amidst the U.S.-China trade war 0 1 4 4 0 2 11 11
Sovereign default network and currency risk premia 0 0 0 2 0 1 4 21
Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand 0 0 4 98 2 9 18 291
Systemic risk and economic policy uncertainty: International evidence from the crude oil market 1 1 2 31 5 7 18 119
Systemic risk and idiosyncratic networks among global systemically important banks 1 2 4 11 3 10 20 39
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 6 8 61
This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market 0 0 0 27 1 2 2 151
What determines the long-term correlation between oil prices and exchange rates? 0 0 0 25 0 4 7 116
Total Journal Articles 12 21 54 834 87 182 366 3,434
2 registered items for which data could not be found
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Statistics updated 2026-01-09