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1
Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu
;
Cai, Xiao Jing
;
Li, Mengling
;
Hamori, Shigeyuki
- In:
Economic modelling
51
(
2015
),
pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
Saved in:
2
Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? : a wavelet coherence analysis
Yang, Lu
;
Cai, Xiao Jing
;
Hamori, Shigeyuki
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 536-547
Persistent link: https://www.econbiz.de/10011748693
Saved in:
3
Interdependence of foreign exchange markets : a wavelet coherence analysis
Yang, Lu
;
Cai, Xiao Jing
;
Zhang, Huimin
;
Hamori, Shigeyuki
- In:
Economic modelling
55
(
2016
),
pp. 6-14
Persistent link: https://www.econbiz.de/10011642425
Saved in:
4
Interdependence between oil and East Asian stock markets : evidence from wavelet coherence analysis
Cai, Xiao Jing
;
Tian, Shuairu
;
Yuan, Nannan
;
Hamori, …
- In:
Journal of international financial markets, …
48
(
2017
),
pp. 206-223
Persistent link: https://www.econbiz.de/10011892354
Saved in:
5
Dynamic correlation and equicorrelation analysis of global financial turmoil : evidence from emerging East Asian stock markets
Cai, Xiao Jing
;
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
Applied economics
48
(
2016
)
40/42
,
pp. 3789-3803
Persistent link: https://www.econbiz.de/10011628092
Saved in:
6
Co-movements in commodity markets andimplications in diversification benefits
Cai, Xiao Jing
;
Fang, Zheng
;
Youngho, Chang
;
Tian, Shuairu
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 393-425
Persistent link: https://www.econbiz.de/10012219019
Saved in:
7
Risk spillover from international financial markets and China's macro-economy : a MIDAS-CoVaR-QR model
Yang, Lu
;
Cui, Xue
;
Yang, Lei
;
Hamori, Shigeyuki
;
Cai, …
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 55-69
Persistent link: https://www.econbiz.de/10014342993
Saved in:
8
Interdependence between the bond markets of CEEC-3 and Germany : a wavelet coherence analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
32
(
2015
),
pp. 124-138
Persistent link: https://www.econbiz.de/10011514450
Saved in:
9
Hot money and business cycle volatility : evidence from selected ASEAN countries
Yang, Lu
;
Hamori, Shigeyuki
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 351-363
Persistent link: https://www.econbiz.de/10011562455
Saved in:
10
Modeling the dynamis of international agricultural commodity prices : a comparison of GARCH and stochastic volatility models
Yang, Lu
;
Hamori, Shigeyuki
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011958469
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