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The impact of COVID-19 pandemic on the volatility connectedness network of global stock market
Cheng, Tingting
;
Liu, Junli
;
Yao, Wenying
;
Zhao, Albert Bo
- In:
Pacific-Basin finance journal
71
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014513730
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2
An examination of herding behaviour of the Chinese mutual funds : a time-varying perspective
Cheng, Tingting
;
Xing, Shuo
;
Yao, Wenying
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013389480
Saved in:
3
Functional coefficient time series models with trending regressors
Cheng, Tingting
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 636-659
Persistent link: https://www.econbiz.de/10012181342
Saved in:
4
Modelling Financial Contagion Using High Frequency Data
Yao, Wenying
;
Dungey, Mardi H.
;
Alexeev, Vitali
- In:
Economic Record
96
(
2020
)
314
,
pp. 314-330
Persistent link: https://www.econbiz.de/10012280552
Saved in:
5
Jump Risk in the US Financial Sector
Gajurel, Dinesh
;
Dungey, Mardi H.
;
Yao, Wenying
; …
- In:
Economic Record
96
(
2020
)
314
,
pp. 331-349
Persistent link: https://www.econbiz.de/10012408077
Saved in:
6
The impact of forward guidance and large-scale asset purchase programs on commodity markets
Gomis-Porqueras, Pedro
;
Rafiq, Shuddhasattwa
;
Yao, Wenying
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 519-551
Persistent link: https://www.econbiz.de/10014372913
Saved in:
7
High-frequency characterisation of Indian banking stocks
Abu Sayeed, Mohammad
;
Dungey, Mardi H.
;
Yao, Wenying
- In:
Journal of emerging market finance
17
(
2018
),
pp. 213-238
Persistent link: https://www.econbiz.de/10011925530
Saved in:
8
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
Saved in:
9
Time-varying continuous and jump betas : the role of firm characteristics and periods of stress
Alexeev, Vitali
;
Dungey, Mardi H.
;
Yao, Wenying
- In:
Journal of empirical finance
40
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011744408
Saved in:
10
Vector autoregressions and macroeconomic modeling : an error taxonomy
Poskitt, Donald Stephen
;
Yao, Wenying
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 407-419
Persistent link: https://www.econbiz.de/10011705950
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