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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
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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
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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
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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
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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
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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
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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
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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
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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
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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