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The Effect of Economic Policy Uncertainty on Inter-Industry Risk Spillover : Evidence from Quantile-on-Quantile Analysis

Ren, Yinghua; Wei, Tian; Zhao, Wanru; Tan, Anqi - 2023

The study examines the effect of economic policy uncertainty (EPU) on nonlinear risk spillover across 24 Chinese industry sectors over the period 2008-2022. We employ tail-event driven network method to measure nonlinear risk spillover of inter-industry and quantile-on-quantile regression to...

Persistent link: https://www.econbiz.de/10014264285

Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?

Ren, Ying-hua; Tan, Anqi; Zhu, Huiming; Zhao, Wanru - In: International review of financial analysis 81 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013375403

Multiscale features of extreme risk spillover networks among global stock markets

Ren, Ying-hua; Zhao, Wanru; You, Wan-hai; Zhu, Huiming - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013538942

Banki s učastiem inostrannogo kapitala v rossijskoj ėkonomike

Vėj, Tjanʹ - In: Voprosy ėkonomiki : ordena trudovogo krasnogo znameni … (1999) 10, pp. 38-43

Persistent link: https://www.econbiz.de/10001430984

Closing the loop : does corporate sustainability capability matter for improving energy efficiency? Evidence from Pakistan

Tanveer, Arifa; Zeng, Shihong; Tian, Wei - In: Studies in economics and finance 41 (2024) 3, pp. 571-595

Persistent link: https://www.econbiz.de/10015049830

A note on the long-run determinants of economic growth

Zhu, Huiming; You, Wan-hai; Ren, Ying-hua - In: Applied economics letters 21 (2014) 1/3, pp. 99-102

Persistent link: https://www.econbiz.de/10010238224

Asymmetric effects of oil price shocks on stock returns : evidence from a two-stage Markov regime-switching approach

Zhu, Huiming; Su, Xianfang; You, Wan-hai; Ren, Ying-hua - In: Applied economics 49 (2017) 25, pp. 2491-2507

Persistent link: https://www.econbiz.de/10011819559

Time-frequency co-movement and cross-quantile connectedness of exchange rates : evidence from ASEAN+3 Countries

Zhu, Huiming; Deng, Xi; Ren, Ying-hua; Huang, Xi - In: The quarterly review of economics and finance 98 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10015188616

Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets : evidence from wavelet quantile analysis

Zhu, Huiming; Wu, Hao; Ren, Ying-hua; Yu, Dongwei - In: Applied economics 54 (2022) 53, pp. 6116-6146

Persistent link: https://www.econbiz.de/10013411351

Frequency Domain Causality and Quantile Connectedness Between Investor Sentiment and Cryptocurrency Returns

Zhu, Huiming; Ren, Ying-hua; Xing, Zhanming; Chen, Yiwen; … - 2022

This article investigates the frequency domain causality and quantile connectedness between online investor fear sentiment and cryptocurrency returns over the period from July 2016 to July 2021. We put forwards frequency domain nonparametric Granger causality, cross-quantile coherency and...

Persistent link: https://www.econbiz.de/10013406403