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ECONIS (ZBW)
29
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1
Pandemic-related financial market volatility spillovers : evidence from the Chinese COVID-19 epicentre
Corbet, Shaen
;
Hou, Yang
;
Hu, Yang
;
Oxley, Les
;
Xu, Danyang
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 55-81
Persistent link: https://www.econbiz.de/10012627758
Saved in:
2
Time-varying spillovers of higher moments between Bitcoin and crude oil markets and the impact of the US–China trade war : a regime-switching perspective
Hou, Yang
;
Li, Yujia
;
Hu, Yang
;
Oxley, Les
- In:
The European journal of finance
30
(
2024
)
16
,
pp. 1876-1906
Persistent link: https://www.econbiz.de/10015273064
Saved in:
3
Hedging performance of Chinese stock index futures : an empirical analysis using wavelet analysis and flexible bivariate GARCH approaches
Hou, Yang
;
Li, Steven
- In:
Pacific-Basin finance journal
24
(
2013
),
pp. 109-131
Persistent link: https://www.econbiz.de/10010346788
Saved in:
4
The impact of the CSI 300 stock index futures : positive feedback trading and autocorrelation of stock returns
Hou, Yang
;
Li, Steven
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 319-337
Persistent link: https://www.econbiz.de/10010532719
Saved in:
5
Information transmission between U.S. and China index futures markets : an asymmetric DCC GARCH approach
Hou, Yang
;
Li, Steven
- In:
Economic modelling
52
(
2016
),
pp. 884-897
Persistent link: https://www.econbiz.de/10011643072
Saved in:
6
Volatility behaviour of stock index futures in China : a bivariate GARCH approach
Hou, Yang
;
Li, Steven
- In:
Studies in economics and finance
32
(
2015
)
1
,
pp. 128-154
Persistent link: https://www.econbiz.de/10011380764
Saved in:
7
Do higher order moments of return distribution provide better decisions in minimum-variance hedging? : evidence from US stock index futures
Hou, Yang
;
Holmes, Mark J.
- In:
Australian journal of management
45
(
2020
)
2
,
pp. 240-265
Persistent link: https://www.econbiz.de/10012216958
Saved in:
8
Volatility and skewness spillover between stock index and stock index futures markets during a crash period : new evidence from China
Hou, Yang
;
Li, Steven
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 166-188
Persistent link: https://www.econbiz.de/10012390715
Saved in:
9
Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach
Hou, Yang
;
Li, Steven
;
Wen, Fenghua
- In:
Energy economics
83
(
2019
),
pp. 119-143
Persistent link: https://www.econbiz.de/10012175247
Saved in:
10
Semiparametric EGARCH model with the case study of China stock market
Yang, Hu
;
Wu, Xingcui
- In:
Economic modelling
28
(
2011
)
3
,
pp. 761-766
Persistent link: https://www.econbiz.de/10009270558
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