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Tail Risk Connectedness During Geopolitical Shocks : Assessing the Impact of Russian-Ukraine Conflict on G7 Stock Markets
Hu, Yang; Corbet, Shaen; Lang, Chunlin; Hou, Greg; … - 2023
This study investigates the impact of the Russian-Ukraine war on the tail risk connectedness among G7 stock markets using a TVP-VAR frequency connectedness approach and a number of robustness testing procedures. Such work focuses on the dynamics of tail risk connectedness both during the...
Persistent link: https://www.econbiz.de/10014354853
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Price discovery of climate risk and green bonds : a dynamic information leadership share approach
Hou, Yang; Xu, Danyang; Oxley, Les; Goodell, John W. - In: Finance research letters 69 (2024) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10015191185
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Exuberance in historical stock prices during the Mississippi and South Seas bubble episodes
Hu, Yang; Oxley, Les - 2017 - Revised
Persistent link: https://www.econbiz.de/10011771811
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Exuberance in British share prices during the railway mania of the 1840s : evidence from the Phillips, Shi and Yu Test
Hu, Yang; Oxley, Les - 2017
Persistent link: https://www.econbiz.de/10011771815
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Do 18th century 'bubbles' survive the scrutiny of 21st century time series econometrics?
Hu, Yang; Oxley, Les - 2017
Persistent link: https://www.econbiz.de/10011772136
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Bubble contagion : evidence from Japan's asset price bubble of the 1980-90s
Hu, Yang; Oxley, Les - 2017
Persistent link: https://www.econbiz.de/10011772141
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Bubble contagion : evidence from Japan's asset price bubble of the 1980-90s
Hu, Yang; Oxley, Les - In: Journal of the Japanese and international economies : … 50 (2018), pp. 89-95
Persistent link: https://www.econbiz.de/10012111868
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Aye corona! : the contagion effects of being named corona during the COVID-19 pandemic
Corbet, Shaen; Hou, Yang; Hu, Yang; Lucey, Brian M.; … - 2020
Persistent link: https://www.econbiz.de/10012428518
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The influence of the COVID-19 pandemic on asset-price discovery : testing the case of Chinese informational asymmetry
Corbet, Shaen; Hou, Yang; Hu, Yang; Oxley, Les - In: International review of financial analysis 72 (2020), pp. 1-32
Persistent link: https://www.econbiz.de/10012437218
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What role do futures markets play in Bitcoin pricing? : causality, cointegration and price discovery from a time-varying perspective?
Hu, Yang; Hou, Yang; Oxley, Les - In: International review of financial analysis 72 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012437354