Lu Yang : Citation Profile


Are you Lu Yang?

Zhongnan University of Economics and Law

5

H index

2

i10 index

72

Citations

RESEARCH PRODUCTION:

21

Articles

RESEARCH ACTIVITY:

   5 years (2013 - 2018). See details.
   Cites by year: 14
   Journals where Lu Yang has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 7 (8.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya385
   Updated: 2019-04-13    RAS profile: 2019-04-06    
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Relations with other researchers


Works with:

Hamori, Shigeyuki (15)

Authors registered in RePEc who have co-authored more than one work in the last five years with Lu Yang.

Is cited by:

Deisting, Florent (6)

Hamori, Shigeyuki (6)

SAITI, BURHAN (2)

Reboredo, Juan (2)

Tamakoshi, Go (2)

Batten, Jonathan (2)

Mokni, Khaled (2)

Kutan, Ali (1)

Pérez-Rodríguez, Jorge (1)

Bosupeng, Mpho (1)

Yin, Libo (1)

Cites to:

Hamori, Shigeyuki (22)

Nguyen, Duc Khuong (15)

Engle, Robert (13)

Aguiar-Conraria, Luís (12)

Reboredo, Juan (12)

Tiwari, Aviral (11)

Baruník, Jozef (9)

Hammoudeh, Shawkat (9)

Bollerslev, Tim (9)

Aloui, Riadh (7)

BEN AISSA, Mohamed (7)

Main data


Where Lu Yang has published?


Journals with more than one article published# docs
Journal of Reviews on Global Economics4
The North American Journal of Economics and Finance3
International Review of Economics & Finance2
Applied Financial Economics2
Emerging Markets Finance and Trade2
Economic Modelling2

Recent works citing Lu Yang (2019 and 2018)


YearTitle of citing document
2017Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis. (2017). Nguyen, Phong ; Liu, Wei-Han. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:43-76.

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2018Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279.

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2018Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries. (2018). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu. In: Working Papers. RePEc:cui:wpaper:0055.

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2017How are Africas emerging stock markets related to advanced markets? Evidence from copulas. (2017). ALAGIDEDE, PAUL ; Mensah, Jones Odei. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:1-10.

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2018Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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2019Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses. (2019). SAITI, BURHAN ; Mat, Gairuzazmi Bin ; Rahman, Maya Puspa ; Bhuiyan, Rubaiyat Ahsan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:675-687.

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2018Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Su, Zhi ; Lu, Man. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:331-340.

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2018Crude oil risk forecasting: New evidence from multiscale analysis approach. (2018). He, Kaijian ; Liu, Jia ; Zou, Yingchao . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:574-583.

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2017Revisiting driving factors of oil price shocks across time scales. (2017). An, Feng ; Huang, Shupei ; Wen, Shaobo. In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:617-629.

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2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. (2018). Labidi, Chiaz ; Bekiros, Stelios ; Uddin, Gazi Salah ; Hedstrom, Axel ; Lutfur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:179-211.

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2017Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis. (2017). Hamori, Shigeyuki ; Yuan, Nannan ; Tian, Shuairu ; Cai, Xiaojing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:206-223.

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2017Conditional dependence between international stock markets: A long memory GARCH-copula model approach. (2017). Mokni, Khaled ; Mansouri, Faysal. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:116-131.

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2018Relationship between stock and currency markets conditional on the US stock returns: A vine copula approach. (2018). Tachibana, Minoru. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:46:y:2018:i:c:p:75-106.

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2017Cross-correlations between the US monetary policy, US dollar index and crude oil market. (2017). Li, Jianfeng ; Sun, Xinxin ; Yue, Gongzheng ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:467:y:2017:i:c:p:326-344.

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2017Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?. (2017). Henry, Darren ; Bhatti, Ishaq M ; Nguyen, Cuong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:480:y:2017:i:c:p:10-21.

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2018Dynamic linkages among global oil market, agricultural raw material markets and metal markets: An application of wavelet and copula approaches. (2018). Jiang, Yonghong ; Nie, HE ; Mo, Bin ; Lao, Jiashun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:265-279.

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2019Do gold mining stocks behave like gold or equities? Evidence from the UK and the US. (2019). Dar, Arif ; Bhanja, Niyati ; Paul, Manas . In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:369-384.

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2017Examining dynamic currency linkages amongst South Asian economies: An empirical study. (2017). Diesting, Florent ; Sehgal, Sanjay ; Pandey, Piyush. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:173-190.

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2017Financial market contagion: selective review of reviews. (2017). Seth, Neha ; Sighania, Monica. In: Qualitative Research in Financial Markets. RePEc:eme:qrfmpp:qrfm-03-2017-0022.

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2018Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets. (2018). Toyoshima, Yuki ; Hamori, Shigeyuki. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:11:p:2893-:d:178030.

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2018Bank Credit and Housing Prices in China: Evidence from a TVP-VAR Model with Stochastic Volatility. (2018). Hamori, Shigeyuki ; Cai, Xiao-Jing ; He, Xie. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:90-:d:190899.

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2018Research on Sustainable Development of the Stock Market Based on VIX Index. (2018). Ruan, Lei. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4113-:d:181650.

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2018Is Liquidity Risk Priced? Theory and Evidence. (2018). Hur, Seok-Kyun ; Liu, Chang ; Chung, Chune Young. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1809-:d:149805.

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2019Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects. (2019). Gao, Wangfeng ; Xu, Guoxiang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1402-:d:211569.

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2018Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study. (2018). Sehgal, Sanjay ; Deisting, Florent ; Pandey, Piyush. In: Working Papers. RePEc:hal:wpaper:hal-01885142.

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2018International Presence of the Japanese Study of Russian and East European Economies. (2018). Iwasaki, Ichiro. In: RRC Working Paper Series. RePEc:hit:rrcwps:74.

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2018Risk Analysis of World Major Stock Index Before and After the 2008 Financial Crisis ¨C Based on GARCH-VaR Approach. (2018). Wu, Maoguo ; Wang, Yanyuan. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:9:y:2018:i:2:p:39-54.

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2018Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View. (2018). Aloui, Chaker ; ben Hamida, Hela ; Jammazi, Rania. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9703-7.

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2018Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Awartani, Basel ; Maghyereh, Aktham ; Hassan, Abul. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y.

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2018Volatility of ruble exchange rate: Oil and sanctions. (2018). Peresetsky, Anatoly ; Aganin, Artem. In: Applied Econometrics. RePEc:ris:apltrx:0353.

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2019Measuring volatility spill-over effects of crude oil prices on Ghana’s exchange rate and stock market between 1991 and 2015. (2019). Stewart, Chris ; Zankawah, Mutawakil M. In: Economics Discussion Papers. RePEc:ris:kngedp:2019_001.

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2017Time-varying copula models in the shipping derivatives market. (2017). Shi, Wenming ; Wang, Ganggang ; Yang, Zhongzhi ; Li, Kevin X. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1146-9.

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2018Macroeconomic policy coordination between Japanese central and local governments. (2018). Funashima, Yoshito. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1275-9.

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2018Wavelet power spectrum and cross-coherency of Spanish economic variables. (2018). Gonzalez-Concepcion, Concepcion ; Pestano-Gabino, Celina ; Gil-Faria, Maria Candelaria . In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1295-5.

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2018Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region. (2018). Deisting, Florent ; Pandey, Piyush ; Sehgal, Sanjay. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:2:d:10.1007_s40953-017-0090-7.

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2017Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study. (2017). Deisting, Florent ; Pandey, Piyush ; Sehgal, Sanjay. In: Working Papers. RePEc:tac:wpaper:2016-2017_7.

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Works by Lu Yang:


YearTitleTypeCited
2015Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas In: Economic Modelling.
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article12
2016Interdependence of foreign exchange markets: A wavelet coherence analysis In: Economic Modelling.
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article6
2015Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis In: The North American Journal of Economics and Finance.
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article4
2018What determines the long-term correlation between oil prices and exchange rates? In: The North American Journal of Economics and Finance.
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article2
2018Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach In: The North American Journal of Economics and Finance.
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article1
2018Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries In: International Review of Financial Analysis.
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article1
2014Dependence structure between CEEC-3 and German government securities markets In: Journal of International Financial Markets, Institutions and Money.
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article5
2014Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand In: Pacific-Basin Finance Journal.
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article3
2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis In: International Review of Economics & Finance.
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article7
2019Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate In: International Review of Economics & Finance.
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article0
2018Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach In: Sustainability.
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article2
2013Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises In: Journal of Reviews on Global Economics.
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article0
2014The Phillips Curve in the United States and Canada: A GARCHDCC Analysis In: Journal of Reviews on Global Economics.
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article0
2015Does Capital Account Liberalization Affect the Financial Stability: Evidence from China In: Journal of Reviews on Global Economics.
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article0
2015This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market In: Journal of Reviews on Global Economics.
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article0
2016Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries In: Emerging Markets Finance and Trade.
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article1
2018Market Sentiment and Investor Overreaction: Evidence from New York Listed Asian Country Exchange Traded Funds In: Emerging Markets Finance and Trade.
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article0
2013EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets In: Transition Studies Review.
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article4
2013Dependence structure among international stock markets: a GARCH--copula analysis In: Applied Financial Economics.
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article14
2014Gold prices and exchange rates: a time-varying copula analysis In: Applied Financial Economics.
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article8
2018MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS In: Annals of Financial Economics (AFE).
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