Lu Yang
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Affiliations
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Shenzhen University
/ College of Economics
Research profile
author of:
- Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach (RePEc:eee:asieco:v:68:y:2020:i:c:s1049007820300440)
by Yang, Lu & Yang, Lei & Ho, Kung-Cheng & Hamori, Shigeyuki - Systemic risk and economic policy uncertainty: International evidence from the crude oil market (RePEc:eee:ecanpo:v:69:y:2021:i:c:p:142-158)
by Yang, Lu & Hamori, Shigeyuki - Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas (RePEc:eee:ecmode:v:51:y:2015:i:c:p:308-314)
by Yang, Lu & Cai, Xiao Jing & Li, Mengling & Hamori, Shigeyuki - Interdependence of foreign exchange markets: A wavelet coherence analysis (RePEc:eee:ecmode:v:55:y:2016:i:c:p:6-14)
by Yang, Lu & Cai, Xiao Jing & Zhang, Huimin & Hamori, Shigeyuki - Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis (RePEc:eee:ecofin:v:32:y:2015:i:c:p:124-138)
by Yang, Lu & Hamori, Shigeyuki - What determines the long-term correlation between oil prices and exchange rates? (RePEc:eee:ecofin:v:44:y:2018:i:c:p:140-152)
by Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki - Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach (RePEc:eee:ecofin:v:45:y:2018:i:c:p:116-137)
by Yang, Lu & Tian, Shuairu & Yang, Wei & Xu, Mingli & Hamori, Shigeyuki - Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis (RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300917)
by Wu, Kai & Zhu, Jingran & Xu, Mingli & Yang, Lu - Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective (RePEc:eee:eneeco:v:80:y:2019:i:c:p:219-233)
by Yang, Lu - Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries (RePEc:eee:finana:v:59:y:2018:i:c:p:19-34)
by Yang, Lu & Yang, Lei & Hamori, Shigeyuki - Network structures and idiosyncratic contagion in the European sovereign credit default swap market (RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302386)
by Chen, Wang & Ho, Kung-Cheng & Yang, Lu - The role of the carbon market in relation to the cryptocurrency market: Only diversification or more? (RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001940)
by Yang, Lu & Hamori, Shigeyuki - Modeling the global sovereign credit network under climate change (RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001345)
by Yang, Lu & Hamori, Shigeyuki - Dependence structure between CEEC-3 and German government securities markets (RePEc:eee:intfin:v:29:y:2014:i:c:p:109-125)
by Yang, Lu & Hamori, Shigeyuki - Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market (RePEc:eee:jbrese:v:140:y:2022:i:c:p:638-656)
by Ho, Kung-Cheng & Yang, Lu & Luo, Sijia - Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe (RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000192)
by Yang, Lu - Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk (RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002015)
by Yang, Lu - Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand (RePEc:eee:pacfin:v:26:y:2014:i:c:p:145-155)
by Yang, Lu & Hamori, Shigeyuki - Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis (RePEc:eee:reveco:v:49:y:2017:i:c:p:536-547)
by Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki - Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate (RePEc:eee:reveco:v:59:y:2019:i:c:p:137-149)
by Peng, Wei & Hu, Shichao & Chen, Wang & Zeng, Yu-feng & Yang, Lu - Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model (RePEc:eee:reveco:v:84:y:2023:i:c:p:55-69)
by Yang, Lu & Cui, Xue & Yang, Lei & Hamori, Shigeyuki & Cai, Xiaojing - Unknown item RePEc:eme:cfri00:cfri-06-2021-0106 (article)
- Last hour momentum in the Chinese stock market (RePEc:eme:cfripp:cfri-06-2021-0106)
by Lu Yang - Unknown item RePEc:eme:ijoem0:ijoem-05-2020-0573 (article)
- Housing market networks in China's major cities: a conditional causality approach (RePEc:eme:ijoemp:ijoem-05-2020-0573)
by Lu Yang & Nannan Yuan & Shichao Hu - Determinants of the Long-Term Correlation between Crude Oil and Stock Markets (RePEc:gam:jeners:v:12:y:2019:i:21:p:4123-:d:281377)
by Lu Yang & Lei Yang & Kung-Cheng Ho & Shigeyuki Hamori - Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach (RePEc:gam:jeners:v:13:y:2020:i:14:p:3700-:d:386267)
by Lu Yang & Shigeyuki Hamori - Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management (RePEc:gam:jeners:v:13:y:2020:i:2:p:294-:d:306122)
by Xiaojing Cai & Shigeyuki Hamori & Lu Yang & Shuairu Tian - Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach (RePEc:gam:jsusta:v:10:y:2018:i:2:p:324-:d:128911)
by Lu Yang & Jason Z. Ma & Shigeyuki Hamori - Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises (RePEc:lif:jrgelg:v:2:y:2013:p:278-290)
by Lu Yang & Shigeyuki Hamori - The Phillips Curve in the United States and Canada: A GARCHDCC Analysis (RePEc:lif:jrgelg:v:3:y:2014:p:1-6)
by Lu Yang & Shigeyuki Hamori - Does Capital Account Liberalization Affect the Financial Stability: Evidence from China (RePEc:lif:jrgelg:v:4:y:2015:p:152-158)
by Yuanyuan Shen & Lu Yang - This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market (RePEc:lif:jrgelg:v:4:y:2015:p:43-50)
by Lu Yang & Huimin Zhang & Shigeyuki Hamori - Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries (RePEc:mes:emfitr:v:52:y:2016:i:2:p:351-363)
by Lu Yang & Shigeyuki Hamori - Market Sentiment and Investor Overreaction: Evidence from New York Listed Asian Country Exchange Traded Funds (RePEc:mes:emfitr:v:54:y:2018:i:11:p:2455-2471)
by Jason Zhe Ma & Kung-Cheng Ho & Lu Yang & Chien-Chi Chu - A Multiple Timescales Conditional Causal Analysis on the Carbon-Energy Relationship: Evidence from European and Emerging Markets (RePEc:mes:emfitr:v:59:y:2023:i:8:p:2775-2785)
by Lu Yang & Shigeyuki Hamori & Xiaojing Cai - Sovereign default network and currency risk premia (RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00485-3)
by Lu Yang & Lei Yang & Xue Cui - Analyzing the Role of High-Tech Industrial Agglomeration in Green Transformation and Upgrading of Manufacturing Industry: the Case of China (RePEc:spr:jknowl:v:14:y:2023:i:4:d:10.1007_s13132-022-00899-x)
by Ying Song & Lu Yang & Stavros Sindakis & Sakshi Aggarwal & Charles Chen - EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets (RePEc:spr:trstrv:v:20:y:2013:i:2:p:179-189)
by Lu Yang & Shigeyuki Hamori - Unknown item RePEc:taf:apfiec:v:23:y:2013:i:23:p:1805-1817 (article)
- Unknown item RePEc:taf:apfiec:v:24:y:2014:i:1:p:41-50 (article)
- Do anticorruption efforts affect banking system stability? (RePEc:taf:jitecd:v:28:y:2019:i:3:p:277-298)
by Kung-Cheng Ho & Jason Z. Ma & Lu Yang & Lisi Shi - Systemic risk and idiosyncratic networks among global systemically important banks (RePEc:wly:ijfiec:v:29:y:2024:i:1:p:58-75)
by Xue Cui & Lu Yang - Modeling The Dynamics Of International Agricultural Commodity Prices: A Comparison Of Garch And Stochastic Volatility Models (RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500100)
by Lu Yang & Shigeyuki Hamori