25
H index
47
i10 index
1775
Citations
University of Colorado Denver | 25 H index 47 i10 index 1775 Citations RESEARCH PRODUCTION: 71 Articles 8 Papers RESEARCH ACTIVITY: 23 years (1998 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pya30 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jian Yang. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Federal Reserve Bank of St. Louis | 3 |
Staff Papers / University of Delaware, Department of Food and Resource Economics | 2 |
Year | Title of citing document |
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2023 | Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030. Full description at Econpapers || Download paper |
2023 | Correlation structure analysis of the global agricultural futures market. (2023). Anh, Ngoc Quang ; Dai, Yun-Shi ; Zhou, Wei-Xing ; Zheng, Qing-Huan. In: Papers. RePEc:arx:papers:2310.16849. Full description at Econpapers || Download paper |
2023 | Futures markets and price stabilisation: An analysis of soybeans markets in North America. (2023). Goetz, Cole ; Miljkovic, Dragan. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:67:y:2023:i:1:p:104-117. Full description at Econpapers || Download paper |
2023 | The role of tail network topological characteristic in portfolio selection: A TNA?PMC model. (2023). Zhao, Qinna ; Jiang, Cuixia ; Xu, Qifa ; Li, Mengting. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:37-57. Full description at Econpapers || Download paper |
2023 | Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937. Full description at Econpapers || Download paper |
2023 | Nature of comovements in US state and MSA housing prices. (2023). Banerjee, Piyali ; Lee, Junsoo ; Lu, Yan ; Tidwell, Alan. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:4:p:959-989. Full description at Econpapers || Download paper |
2023 | Positive and negative price bubbles of Chinese agricultural commodity futures. (2023). Chang, Chiu-Lan ; Lin, Yizhou ; Fang, Ming. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:456-471. Full description at Econpapers || Download paper |
2023 | The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074. Full description at Econpapers || Download paper |
2023 | Revisiting time series momentum in Chinas commodity futures market: Evidence on sources of momentum profits. (2023). Dong, Minyi ; Song, Wuqi ; Ming, Lei. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003346. Full description at Econpapers || Download paper |
2023 | Stock index futures price prediction using feature selection and deep learning. (2023). Yan, Wan-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002029. Full description at Econpapers || Download paper |
2023 | Analyzing quantile spillover effects among international financial markets. (2023). Pan, NA ; Liu, Tangyong ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000049. Full description at Econpapers || Download paper |
2023 | Price discovery between Bitcoin spot markets and exchange traded products. (2023). Bowden, James ; Franus, Tatiana ; Gemayel, Roland. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001775. Full description at Econpapers || Download paper |
2023 | Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831. Full description at Econpapers || Download paper |
2023 | Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic. (2023). Yuni, Denis ; del Lo, Gaye ; Ndubuisi, Gideon ; Urom, Christian. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000656. Full description at Econpapers || Download paper |
2023 | How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353. Full description at Econpapers || Download paper |
2023 | Central bank swap arrangements and exchange rate volatility: Evidence from China. (2023). Li, Yang ; Liu, Zhuqing ; Yu, Ziliang. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000493. Full description at Econpapers || Download paper |
2023 | Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2023). Javed, Farrukh ; Nguyen, Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:272-292. Full description at Econpapers || Download paper |
2023 | Forecasting oil inventory changes with Google trends: A hybrid wavelet decomposer and ARDL-SVR ensemble model. (2023). Zhao, Lu-Tao ; Wei, Yi-Ming ; Zheng, Zhi-Yi. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001019. Full description at Econpapers || Download paper |
2023 | Asymmetric impact of oil price on current account balance: Evidence from oil importing countries. (2023). Taghizadeh-Hesary, Farhad ; Gao, Zhennan ; Mohsin, Muhammad ; Chang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002475. Full description at Econpapers || Download paper |
2023 | Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364. Full description at Econpapers || Download paper |
2023 | Oil supply expectations and corporate social responsibility. (2023). Miao, Xiao ; Zhang, Yun ; Wen, Fenghua ; Chen, Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001540. Full description at Econpapers || Download paper |
2023 | Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information. (2023). Xu, Weiju ; Ma, Weichun ; Wu, Rui ; Wang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002363. Full description at Econpapers || Download paper |
2023 | Chinese agricultural futures volatility: New insights from potential domestic and global predictors. (2023). Huang, Dengshi ; Su, Yuandong ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003022. Full description at Econpapers || Download paper |
2023 | Real stock market returns and inflation: Evidence from uncertainty hypotheses. (2023). Chiang, Thomas C. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007826. Full description at Econpapers || Download paper |
2023 | Safe haven for crude oil: Gold or currencies?. (2023). Dong, Minyi ; Yang, Shenggang ; Tian, Xinyi ; Ming, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001666. Full description at Econpapers || Download paper |
2023 | Systemic risk and CO2 emissions in the U.S.. (2023). Zervopoulos, Panagiotis ; Molyneux, Philip ; Kanas, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001097. Full description at Econpapers || Download paper |
2023 | Informational linkage and price discovery between Chinas futures and spot markets: Evidence from the US–China trade dispute. (2023). Tongurai, Jittima ; Chen, Xiangyu. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000527. Full description at Econpapers || Download paper |
2023 | Network structure and risk-adjusted return approach to stock indices integration: A study on Asia-Pacific countries. (2023). Kumar, Satish ; Mohapatra, Sabyasachi ; Lucey, Brian M ; Misra, Arun Kumar ; Rahman, Molla Ramizur. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000872. Full description at Econpapers || Download paper |
2023 | The network and own effects of global-systemically-important-bank designations. (2023). Egger, Peter ; Zhu, Jiaqing ; Li, Jie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000803. Full description at Econpapers || Download paper |
2023 | Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Bouri, Elie ; Jin, Chen ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320. Full description at Econpapers || Download paper |
2023 | Microstructure and high-frequency price discovery in the soybean complex. (2023). Debie, Philippe ; Gohin, Alexandre ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000041. Full description at Econpapers || Download paper |
2023 | Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132. Full description at Econpapers || Download paper |
2023 | The impact of unpredictable resource prices and equity volatility in advanced and emerging economies: An econometric and machine learning approach. (2023). Vasa, Laszlo ; Roy, Jewel Kumar ; Kolte, Ashutosh. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006596. Full description at Econpapers || Download paper |
2023 | Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective. (2023). Zhao, Chenchen ; Huang, Dengshi ; Xu, Weiju. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006705. Full description at Econpapers || Download paper |
2023 | Measuring the frequency and quantile connectedness between policy categories and global oil price. (2023). Liu, Hongxiao ; Nong, Huifu. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002763. Full description at Econpapers || Download paper |
2023 | The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach. (2023). Mandaci, Nazif ; Azimli, Asil. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006682. Full description at Econpapers || Download paper |
2023 | Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161. Full description at Econpapers || Download paper |
2023 | Risk spillovers in global financial markets: Evidence from the COVID-19 crisis. (2023). Zhao, Yang ; Shao, Zhiquan ; Fang, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:821-840. Full description at Econpapers || Download paper |
2023 | Can a house resale restriction policy curb speculation? Evidence from a quasi-natural experiment in China. (2023). Zhao, Sheng ; Moreira, Fernando ; Lan, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:841-859. Full description at Econpapers || Download paper |
2023 | Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis. (2023). Huang, Haizhen ; Li, Zepei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:31-45. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach. (2023). Lima, Alexandre Vasconcelos ; Carrasco-Gutierrez, Carlos Enrique ; Tessmann, Mathias Schneid. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:15:y:2023:i:1:p:65. Full description at Econpapers || Download paper |
2023 | Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions. (2023). Cai, Zongwu ; Hong, Shaoxin ; Sun, Yuying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202309. Full description at Econpapers || Download paper |
2023 | The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model. (2023). Rehman, Mohd Ziaur ; Shaik, Muneer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09393-5. Full description at Econpapers || Download paper |
2023 | Spillover effect among independent carbon markets: evidence from China’s carbon markets. (2023). Liang, Weijuan ; Yan, Yaxue ; Zhang, Xiaoling ; Wang, Banban. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:5:d:10.1007_s10644-022-09431-2. Full description at Econpapers || Download paper |
2023 | Neural network predictions of the high-frequency CSI300 first distant futures trading volume. (2023). Zhang, Yun ; Xu, Xiaojie. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:2:d:10.1007_s11408-022-00421-y. Full description at Econpapers || Download paper |
2023 | Do Preferred REITs Have Portfolio Enhancement Attributes? An Empirical Investigation. (2023). Guirguis, Hany ; Anderson, Randy I ; Loviscek, Anthony L. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:4:d:10.1007_s11146-021-09873-x. Full description at Econpapers || Download paper |
2023 | Can volume be more informative than prices? Evidence from Chinese housing markets. (2023). Yu, Ziliang ; Tong, Meng ; Yang, Jian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01161-4. Full description at Econpapers || Download paper |
2023 | Housing price diffusions in mainland China: evidence from a spatially penalized graphical VAR model. (2023). Shi, Yanlin ; Chang, LE ; Jiang, Xiandeng. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02264-y. Full description at Econpapers || Download paper |
2023 | Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Xu, Hai-Chuan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02338-x. Full description at Econpapers || Download paper |
2023 | Econometric connectedness as a measure of urban influence: evidence from Maine. (2023). Gabe, Todd ; Bharadwaj, Lakshya. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:16:y:2023:i:1:d:10.1007_s12076-023-00353-9. Full description at Econpapers || Download paper |
2023 | Coking coal futures price index forecasting with the neural network. (2023). Zhang, Yun ; Xu, Xiaojie. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-022-00311-9. Full description at Econpapers || Download paper |
2023 | Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities. (2023). Liu, Liyu ; Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Economic Design. RePEc:spr:reecde:v:27:y:2023:i:1:d:10.1007_s10058-021-00276-1. Full description at Econpapers || Download paper |
2023 | COVID-19 and its short-term informational impact on the stock markets of the Pacific Alliance countries. (2023). Cardona-Arenas, Carlos David ; Morales-Zuluaga, Eliana ; Gomez-Gomez, Rafael. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:5:d:10.1007_s43546-023-00469-6. Full description at Econpapers || Download paper |
2023 | Order book price impact in the Chinese soybean futures market. (2023). Li, Youwei ; Yang, Yung Chiang ; Kearney, Fearghal ; Jin, Muzhao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:606-625. Full description at Econpapers || Download paper |
2023 | Connectedness between G10 currencies: Searching for the causal structure. (2023). Heinlein, Reinhold ; Bettendorf, Timo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3938-3959. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Structural VAR and financial networks: A minimum distance approach to spatial modeling. (2023). Scida, Daniela. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:49-68. Full description at Econpapers || Download paper |
2023 | Commodity network and predictable returns. (2023). Ye, Yang ; Xu, QI. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1423-1449. Full description at Econpapers || Download paper |
2023 | COVID?19 and tail risk contagion across commodity futures markets. (2023). Han, Liyan ; Qiao, Tongshuai. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:242-272. Full description at Econpapers || Download paper |
2023 | Price discovery in Chinas crude oil futures markets: An emerging Asian benchmark?. (2023). Webb, Robert I ; Yang, Jian ; Yu, Ziliang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:297-324. Full description at Econpapers || Download paper |
2023 | Probability weighting in commodity futures markets. (2023). Wang, Ying ; Xu, QI ; Yuan, Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:516-548. Full description at Econpapers || Download paper |
2023 | Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach. (2023). Hao, Jun ; Li, Jianping ; Yang, Xian ; Zhang, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:705-733. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2000 | THE LAW OF ONE PRICE: DEVELOPED AND DEVELOPING COUNTRY MARKET INTEGRATION In: Journal of Agricultural and Applied Economics. [Full Text][Citation analysis] | article | 13 |
2000 | The Law of One Price: Developed and Developing Country Market Integration.(2000) In: Journal of Agricultural and Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
1999 | PRICE DISCOVERY IN WHEAT FUTURES MARKETS In: Journal of Agricultural and Applied Economics. [Full Text][Citation analysis] | article | 22 |
1999 | Price Discovery in Wheat Futures Markets.(1999) In: Journal of Agricultural and Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
1999 | Agricultural Liberalization Policy and Commodity Price Volatility: A GARCH Application In: 1999 Regional Committee NC-221, 1999, Mississauga, Ontario, Canada. [Full Text][Citation analysis] | paper | 24 |
2001 | Agricultural liberalization policy and commodity price volatility: a GARCH application.(2001) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
2002 | ASSET STORABILITY AND HEDGING EFFECTIVENESS IN COMMODITY FUTURES MARKETS In: Staff Papers. [Full Text][Citation analysis] | paper | 17 |
2003 | Asset storability and hedging effectiveness in commodity futures markets.(2003) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2002 | THE INFORMATIONAL ROLE OF COMMODITY PRICES IN FORMULATING MONETARY POLICY: A REEXAMINATION In: Staff Papers. [Full Text][Citation analysis] | paper | 46 |
2003 | The informational role of commodity prices in formulating monetary policy: a reexamination.(2003) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
2018 | Disentangling and Assessing Uncertainties in Multiperiod Corporate Default Risk Predictions In: Papers. [Full Text][Citation analysis] | paper | 0 |
2001 | CURRENCY CONVERTIBILITY AND LINKAGE BETWEEN CHINESE OFFICIAL AND SWAP MARKET EXCHANGE RATES In: Contemporary Economic Policy. [Full Text][Citation analysis] | article | 5 |
2003 | Market Segmentation and Information Asymmetry in Chinese Stock Markets: A VAR Analysis In: The Financial Review. [Full Text][Citation analysis] | article | 40 |
2008 | U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look In: The Financial Review. [Full Text][Citation analysis] | article | 4 |
2009 | Out?of?Sample Predictability in International Equity Markets: A Model Selection Approach In: The Financial Review. [Full Text][Citation analysis] | article | 0 |
2012 | Extreme Correlation of Stock and Bond Futures Markets: International Evidence In: The Financial Review. [Full Text][Citation analysis] | article | 12 |
2003 | European Stock Market Integration: Does EMU Matter? In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 45 |
2005 | Futures Trading Activity and Commodity Cash Price Volatility In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 45 |
2003 | Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs In: Journal of Regional Science. [Full Text][Citation analysis] | article | 44 |
2012 | U.S. Monetary Policy Surprises and Mortgage Rates In: Real Estate Economics. [Full Text][Citation analysis] | article | 1 |
2003 | Price and Volatility Transmission in International Wheat Futures In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 22 |
2009 | Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 26 |
2006 | Is value premium a proxy for time-varying investment opportunities: some time series evidence.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2013 | Fiscal deficits and mean reversion in real exchange rates In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2008 | Fiscal policy and asset markets: A semiparametric analysis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 26 |
2008 | Contagion around the October 1987 stock market crash In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 35 |
2010 | Nonlinearity, data-snooping, and stock index ETF return predictability In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 10 |
2005 | The relationship between stock returns and volatility in international stock markets In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 64 |
2018 | Conditional co-skewness and safe-haven currencies: A regime switching approach In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 12 |
2021 | Housing market spillovers through the lens of transaction volume: A new spillover index approach In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 7 |
2010 | Nonlinearity and intraday efficiency tests on energy futures markets In: Energy Economics. [Full Text][Citation analysis] | article | 29 |
2005 | International bond market linkages: a structural VAR analysis In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 27 |
2006 | International transmission of inflation among G-7 countries: A data-determined VAR analysis In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 31 |
2004 | International transmission of inflation among G-7 countries: a data-determined VAR analysis.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2008 | Do Euro exchange rates follow a martingale? Some out-of-sample evidence In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 22 |
2009 | The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 86 |
2016 | Are there exploitable trends in commodity futures prices? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 19 |
2003 | The structure of interdependence in international stock markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 189 |
2007 | Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 27 |
2004 | On the stability of long-run relationships between emerging and US stock markets In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 12 |
2014 | The differential impact of the bank–firm relationship on IPO underpricing: evidence from China In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 4 |
2017 | Does corporate governance matter in competitive industries? Evidence from China In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 6 |
2019 | Chinas financial network with international spillovers: A first look In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 5 |
2005 | Information flows within and across sectors in Chinese stock markets In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 18 |
2018 | Housing price spillovers in China: A high-dimensional generalized VAR approach In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 21 |
2006 | Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence In: Management Science. [Full Text][Citation analysis] | article | 20 |
2013 | Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence In: Management Science. [Full Text][Citation analysis] | article | 39 |
2006 | The emerging market crisis and stock market linkages: further evidence In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 40 |
2005 | The Emerging Market Crisis and Stock Market Linkages: Further Evidence.(2005) In: IEPR Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2006 | The emerging market crisis and stock market linkages: further evidence.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
2011 | Linear and Nonlinear Predictability of International Securitized Real Estate Returns: A Reality Check In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 12 |
2011 | U.S. Monetary Policy Surprises and International Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 19 |
2012 | Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 49 |
2013 | Time-Varying Risk-Return Trade-off in the Stock Market In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 11 |
2013 | Time?Varying Risk–Return Trade?off in the Stock Market.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2003 | Increasing Integration Between the United States and Other International Stock Markets? : A Recursive Cointegration Analysis In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 16 |
2004 | The International Price Transmission in Stock Index Futures Markets In: Economic Inquiry. [Full Text][Citation analysis] | article | 18 |
2003 | Financial crisis and African stock market integration In: Applied Economics Letters. [Full Text][Citation analysis] | article | 40 |
2004 | The informational role of open interest in futures markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
2001 | Impact of interest rate swaps on corporate capital structure: an empirical investigation In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
2003 | Stock market integration and financial crises: the case of Asia In: Applied Financial Economics. [Full Text][Citation analysis] | article | 126 |
2005 | European public real estate market integration In: Applied Financial Economics. [Full Text][Citation analysis] | article | 12 |
2005 | Government bond market linkages: evidence from Europe In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
2006 | Information transmission between Eurocurrency and domestic interest rates: evidence from the UK In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
2007 | Causal linkages between US and Eurodollar interest rates: further evidence In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
1998 | Market efficiency of US grain markets: Application of cointegration tests In: Agribusiness. [Citation analysis] | article | 3 |
2000 | The wealth effect of swap usage in the food processing industry In: Agribusiness. [Citation analysis] | article | 0 |
2001 | Asset storability and price discovery in commodity futures markets: A new look In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 103 |
2006 | Central bank communications and equity ETFs In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
2008 | Realized volatility and correlation in energy futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 42 |
2009 | Do futures lead price discovery in electronic foreign exchange markets? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 45 |
2012 | Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China In: Journal of Futures Markets. [Citation analysis] | article | 76 |
2016 | Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 4 |
2018 | The impact of crude oil inventory announcements on prices: Evidence from derivatives markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 11 |
2019 | Institutional quality and sovereign credit default swap spreads In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
2020 | Return and volatility transmission between Chinas and international crude oil futures markets: A first look In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 25 |
2021 | Volatility spillovers in commodity futures markets: A network approach In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 9 |
2021 | Price discovery in chinese agricultural futures markets: A comprehensive look In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 13 |
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