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How liquid are banks : some evidence from the United Kingdom

Yan, Meilan; Zhang, Dalu; Hall, Maximilian; Turner, Paul - In: Journal of banking regulation 18 (2017) 2, pp. 163-179

Persistent link: https://www.econbiz.de/10012010228

Herd behaviour & investor sentiment : evidence from UK mutual funds

Hudson, Yawen; Yan, Meilan; Zhang, Dalu - In: International review of financial analysis 71 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012435766

Financial stress relationships among Euro area countries : an R-vine copula approach

Zhang, Dalu; Yan, Meilan; Tsopanakis, Andreas - In: The European journal of finance 24 (2018) 17, pp. 1587-1608

Persistent link: https://www.econbiz.de/10012259087

Commodity market financialization, herding and signals : an asymmetric GARCH R-vine copula approach

Qin, Xiao; Yan, Meilan; Zhang, Dalu - In: International review of financial analysis 89 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014466342

Bayesian Value-at-Risk backtesting : the case of annuity pricing

Leung, Melvern; Li, Youwei; Pantelous, Athanasios A.; … - In: European journal of operational research : EJOR 293 (2021) 2, pp. 786-801

Persistent link: https://www.econbiz.de/10012513273

Was a deterioration in "connectedness" a leading indicator of the European sovereign debt crisis?

Hamill, Philip A.; Li, Youwei; Pantelous, Athanasios A.; … - In: Journal of international financial markets, … 74 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012803690

Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets : a network-based approach

Chen, Yanhua; Li, Youwei; Pantelous, Athanasios A.; … - In: International review of financial analysis 79 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10013350041

Shunned stocks and market states

Li, Youwei; Li, Youwei; Oniščenko, Olena - In: The European journal of finance 28 (2022) 7, pp. 705-717

Persistent link: https://www.econbiz.de/10013373312

Vine copulas and applications to the European Union sovereign debt analysis

Zhang, Dalu - In: International Review of Financial Analysis 36 (2014) C, pp. 46-56

European sovereign debt crisis has become a very popular topic since late 2009. In this paper, sovereign debt crisis is investigated by calculating the probabilities of the potential future crisis of 11 countries in the European Union. We use sovereign spreads of the European countries against...

Persistent link: https://www.econbiz.de/10011117769

Are Chinese B-shares dead? : an analysis of price limits on AB-shares on the Shanghai and Shenzhen Stock Exchanges

Adcock, C. J.; Ye, Caiwei; Yin, Shuxing; Zhang, Dalu - In: International review of economics & finance : IREF 85 (2023), pp. 306-315

Persistent link: https://www.econbiz.de/10014427876