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
A Multiple Timescales Conditional Causal Analysis on the Carbon-Energy Relationship: Evidence from European and Emerging Markets 0 0 2 2 0 0 5 5
Analyzing the Role of High-Tech Industrial Agglomeration in Green Transformation and Upgrading of Manufacturing Industry: the Case of China 0 2 2 2 1 8 10 10
Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis 0 0 1 14 1 3 6 53
Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective 0 0 3 43 0 2 22 207
Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach 0 0 0 5 0 0 0 60
Dependence structure among international stock markets: a GARCH--copula analysis 1 1 1 30 1 1 1 98
Dependence structure between CEEC-3 and German government securities markets 0 1 1 18 0 1 2 87
Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach 1 1 2 8 1 2 7 42
Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach 0 0 0 13 0 1 5 62
Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries 0 1 4 12 0 2 8 68
Determinants of the Long-Term Correlation between Crude Oil and Stock Markets 0 0 0 7 0 0 2 41
Do anticorruption efforts affect banking system stability? 0 0 0 6 0 1 5 28
Does Capital Account Liberalization Affect the Financial Stability: Evidence from China 0 1 1 38 0 2 3 99
Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis 0 0 2 37 0 2 7 153
Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises 0 0 0 24 0 1 2 98
EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets 0 1 1 18 0 1 1 70
Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach 0 0 0 8 0 0 4 39
Gold prices and exchange rates: a time-varying copula analysis 0 0 0 34 0 0 0 115
Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries 0 0 1 7 0 0 2 28
Housing market networks in China's major cities: a conditional causality approach 0 2 3 3 0 2 7 7
Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe 0 2 3 7 1 4 7 22
Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market 1 1 3 24 2 2 11 72
Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis 0 0 1 16 0 0 2 63
Interdependence of foreign exchange markets: A wavelet coherence analysis 0 1 2 28 2 3 17 182
Last hour momentum in the Chinese stock market 0 1 2 3 0 1 10 12
MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS 0 1 3 21 0 2 5 70
Market Sentiment and Investor Overreaction: Evidence from New York Listed Asian Country Exchange Traded Funds 0 0 1 7 0 1 2 23
Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas 0 1 1 19 1 2 2 86
Modeling the global sovereign credit network under climate change 0 0 5 5 2 3 15 15
Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate 0 0 1 13 0 0 2 53
Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management 0 0 1 3 0 1 4 40
Network structures and idiosyncratic contagion in the European sovereign credit default swap market 0 0 1 5 0 1 2 27
Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk 0 0 4 4 0 1 6 6
Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model 2 5 11 16 4 10 48 62
Sovereign default network and currency risk premia 0 0 2 2 0 2 13 13
Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand 0 0 4 93 2 5 16 264
Systemic risk and economic policy uncertainty: International evidence from the crude oil market 0 1 5 28 1 2 13 95
Systemic risk and idiosyncratic networks among global systemically important banks 1 3 3 3 2 6 6 6
The Phillips Curve in the United States and Canada: A GARCHDCC Analysis 0 2 4 52 0 2 5 143
The role of the carbon market in relation to the cryptocurrency market: Only diversification or more? 0 0 5 19 0 1 15 50
This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market 0 0 0 27 0 0 0 149
What determines the long-term correlation between oil prices and exchange rates? 0 0 0 25 0 1 4 108
Total Journal Articles 6 28 86 749 21 79 304 2,931
2 registered items for which data could not be found


Statistics updated 2024-05-04